n=1000;
% Generovani AR(2) procesu s parametry:
  PHI = [0.5,0.2];
  sigma2=2.25; sigma=sqrt(sigma2);
  [x,phir,thetar]=armagen(PHI,[],n,sigma);
[par0,v,isf,errc] = NAGpest(AR(2),x); par0{:},v,isf
ans =
    0.5526    0.1709
ans =
   Empty matrix: 1-by-0
ans =
   Empty matrix: 1-by-0
ans =
   Empty matrix: 1-by-0
v =
    2.3858
isf =
     1     0     0     0

[par,parS,v,optOUT,errc] = NAGest(AR(2),x,par0);par{:},parS{:},v,optOUT
ans =
    0.5538    0.1699
ans =
   Empty matrix: 1-by-0
ans =
   Empty matrix: 1-by-0
ans =
   Empty matrix: 1-by-0
ans =
    0.0313    0.0313
ans =
   Empty matrix: 1-by-0
ans =
   Empty matrix: 1-by-0
ans =
   Empty matrix: 1-by-0
v =
    2.3893
optOUT = 
      xdmi: 0.2245
     xdmiS: 0.1764
    corrmx: [   3x3 double]
       isf: [1 0 0 0]
     stset: [-0.1989 -1.1479]
         z: [1000x1 double]
       rss: 2.3821e+003
       ndf: 997
       itc: 2
c=optOUT.xdmi
c =
    0.2245
[xp,zz,vv]=armasim(x(3:n)-c,par{1},[],x(1:2)-c);
max(abs(zz-optOUT.z(3:n)))
ans =
  8.8818e-016
zz(1:10).',optOUT.z(3:12).'
ans =
  Columns 1 through 7 
   -1.0032    0.2306    0.7310   -0.9201    0.4399   -1.9294   -0.2368
  Columns 8 through 10 
   -0.5052    1.4159   -0.9299
ans =
  Columns 1 through 7 
   -1.0032    0.2306    0.7310   -0.9201    0.4399   -1.9294   -0.2368
  Columns 8 through 10 
   -0.5052    1.4159   -0.9299
diary off