This work addresses the problem of building a macromodel from frequency response measurements by means of a stable and passive linear dynamical system in state-space representation. The proposed algorithms are based on a system-theoretic tool, the matrix pencil of the shifted Loewner and Loewner matrices. Their performance is compared with that of the widely-used vector fitting in terms of the computational time required to build such a model and the accuracy of the interpolating system, when the same order model is constructed, and it is shown that our algorithms render better models in less time. Even though the main application we have in mind is modeling the scattering parameters of an electromagnetic device, no modifications are needed when the admittance parameters are provided instead. Last, our algorithms are especially suited for devices with a large number of ports because the data matrices are collapsed into vectors.