Recent reconstructions of the North Atlantic Oscillation Index(NAOI) for the last few centuries are mostly based on statistical models linking this index with proxy records. The underlying assumption is that the statistical relationship between the NAO and the indicators are stable in time and independent of time scale. This assumption might not be physically substantiated, since at time scales of centuries, other processes, such as solar variability, might disturb the link between the NAOI and temperature-sensitive proxy indicators. The statistical approach for NAOI reconstructions was tested using a climate simulation with a state-of-the art climate model driven by external forcing of the last 490 years as a surrogate for the real climate. Two kinds of indicators were tested, temperature-sensitive and precipitation sensitive. It was found that, in this surrogate climate, the NAOI reconstructions based on precipitation-sensitive proxies are more reliable than the reconstructions based on temperature-sensitive proxies.