There are two major contributions which are described in this paper. Firstly, a new graphical user interfaces interpretation tool for the non-linear frequency response function is proposed. The tool is developed by pv-wave package to provide better ways and user friendly of displaying, interpreting, and analysing of non-linear systems with significant non-linear effects. Secondly, the application of the non-linear auto-regressive moving average model with eXogenous input (NARMAX) identification methodology has been fully demonstrated and shown to have great potential in modelling real systems. To demonstrate the improved visualisation and interpretation of the multi-dimensional non-linear frequency response functions and the application of the NARMAX methodology, two cases have been analysed in detail as bench test to obtain the generalised higher-order frequency response functions for both continuous time non-linear differential equations and identified discrete time NARMAX models. The results obtained have shown that frequency response functions computed directly from the fitted models are very consistent with the actual frequency response functions.