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Different results with n4sid with vector and number as order

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Hi, im using the n4sid algorithm and my problem is that I get different results when I use a vector to set the order:
S=n4sid(Data,1:8)
than when i directly choose the order:
S=n4sid(Data,4)
Why does this happen? When using the vector I get "better" results.
My problem is that I am using it like this:
for order=1:4
S=n4sid(Data,order)
end
and still want to get the "better" results that I get when using the vector.
Jonathan

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