本文对正态ＡＲ（１）模型，当Ｒ０已知，且时，证明了极大似然估计存在，但不唯一，这与Ｒ０，Ｒ１两个参数整体求极大似然估计的结果有本质上的不同，同时还研究了极大似然估计（）的数学特性与解析表达式．

In this paper, for normal, AR(1) model, when Ro xixi+1=0, and , it is proved that the maximum likelihood estimation exists but is not uqique. This result is different from the global solution of maximum likelihood estimation for R1 and R2. The analytical expression and the mathematical properties of the maximum likelihood estimation R1 are studied as well.