diff --git a/src/@dseries/subsref.m b/src/@dseries/subsref.m
index 82112142c21ed62d2f5d7fd74305e429133fd503..61e9d6ec173d22deb466087d1d727238434eadd5 100644
--- a/src/@dseries/subsref.m
+++ b/src/@dseries/subsref.m
@@ -84,6 +84,7 @@ switch S(1).type
       case 'struct'
         r = dseries2struct(o);
       case 'initialize'
+        r = NaN;
         initialize(o);
       case {'baxter_king_filter', 'baxter_king_filter_', ...
             'cumsum','cumsum_', ...