# How can I reconstruct a Time series using it AR coefficients in MATLAB?

I have estimated AR coefficients of a time series using "aryule" function in MATLAB. Now I want to obtain the error of the estimated model. I think at first I must reconstruct it. so How can I reconstruct a Time series using it AR coefficients in MATLAB?

• What do you mean by the "error of the estimated model" ? Do you know the true coefficients that were used to generate the original time series? – Peter K. Jan 8 '16 at 19:38
• Use Least square method (LS) Hope that help – Nasr Nov 24 '17 at 14:29