There are always some random factors affecting hemispherical resonant gyro (HRG) in its actual working, and the random error will have a bad influence on the accuracy of HRG. Aiming at the random drift of HRG data, the AR model of HRG random drift has been established based on processing the testing data and combining with the wavelet decomposition, autocorrelation analysis and stationary time series modeling. The effectiveness of the model has been verified with the residual test method in this paper. This work provides a corresponding reference to compensate the random drift error of HRG.