Find MISO system using Matlab Toolbox or script

Good evening everybody, I've already tried to find out a model of my system. I have 1 input, 1 output and 5 perturbations (In will treat them like inputs). I tried to find out a model using methods of "preprocess data" and then ARX, ARMAX, state-space model, TF etc.. But nothing, never fit more than 80% and only with second order TF. I think that for this system ARX or ARMAX method will be the best solution but is not! I don't know why and I would like to understand if I'm making something wrong with my data.

Is it possible that I can't find out a model that fit more than 90% ? Even if I put third, fourth, fifth order and more.. model has an output that doesn't fit for nothing with the real output.

Thank you so much to help me