The multi-variable AR (n) model is introduced in this paper. For calculation the recurrence formula and the FPE criterion are applied to the estimation of the model parameters including the coefficient matrix and the model order.

• 本文引入多变量AR(n)模型,在计算中利用递推公式及FPE准则估计模型参数,包括系数矩阵和模型阶数。