Replacing armax estimation for MATLAB compiler

Dear community members,

It seems the estimation command armax is incompatible with the MATLAB compiler. I've been using it to generate synthetic ARMA time series. The code I'm using is basically this:

1. Fitting of ARMA model. observed_residuals are standard normally distributed variables from my observations with clear autocorrelation:

ar=armax(observed_residuals,[3 2])

2. To simulate synthetic time series I use this line where synthetic_residuals are standard normally distributed random variables:

T=sim(ar,synthetic_residuals);

As I cannot compile this I was wondering whether this can be replaced with recursiveARMAX, which seems to work with the MATLAB compiler. I'm struggling, though.

I would appreciate any advice how to get this code (or what it does) through the compiler!

Thanks, Jakob