We are conducting experimental study on Self-Amplified Spontaneous Emission (SASE) in the far-infrared region using the L-band linac at the Institute of Scientific and Industrial Research (ISIR), Osaka University. The intensity of SASE fluctuates intrinsically because the number of coherent optical pulses generated in an electron bunch is limited. In the actual system, however, another factor producing intensity fluctuations also shows up, which is instability of the linac. Generally speaking, it is difficult to distinguish contributions of these two factors in measured intensity fluctuations. We have applied the autoregressive (AR) model, which is one of the techniques of statistical analysis, to exclude contributions of linac instability from measured data. In the AR model, the present data can be expressed with a linear combination of the past data plus white noise. In the analysis, contributions of the linac instability are identified with the AR model and can be subtracted from the measured data of SASE, so that white noise remains, which is due to intrinsic fluctuations of SASE. In this paper, we will report results of analysis of intensity fluctuations of SASE measured at ISIR, Osaka University, using the AR model.