本文基于Bnyesian估计理论，讨论了MA模型阶的识别，在关于阶和参数的一个一般先验分布下，给出了阶的估计的Bayesian准则，并证明了该估计方法具有强相合性．

In this paper, we discuss the problem of determining the order of MA(k) model basing on the Bayesian estimation theory. We give a Bayesian criterion of determining the order for a general prior distribation about the order and the parameters. The