PROBLEMS with transfer function calculated by the arx function

[Zeev Sherf]

Hi

When applying the following sequence of commands

xrun=xxx2((k-1)*nsamp+1:k*nsamp);

yrun=yyy2((k-1)*nsamp+1:k*nsamp);

DAT = iddata (xrun',  xrun' , dt);

 [SYS, X0] = arx (DAT, 'NA', NA, 'NB', NB);

  W=2*pi*frv;

 [MAG, PHA, W] = bode (SYS, W);

MAG vs frequency should be 1 at all frequencies and

PHA should be zero at all frequencies

It doesn't happen

Have you any explanation?

It is any other way to calculate the transfer function from SYS?

Thanks in advance

Zeev Sherf