Initial value of model output obtained by tfest

I have a question about the initial value of the model (idtf) output obtained using tfest.

I think that the initial value of the output should be 0 because it is a transfer function model, but it does not become 0 but has an initial value.

z = iddata (y1, [u1, u2, u3], Ts, 'Tstart', 0);% Estimation and verification data

np = [2 2 2];

nz = [1 1 1];

iodelay = [1 1 1];

sys = tfest (z, np, nz, iodelay, 'Ts', Ts);

compare (z, sys)

When the output of the identification model is graphed with, the initial value of the identification model output does not become zero.

There is no direct term in the obtained model.

I don't know if such a result is possible or correct.

The initial output of the estimation / verification data is 0.

If you know , please give me an answer.