When operational modal analysis (OMA) is conducted on operating machines or structures without knowing excitations and perturbations neither the number of concerned frequencies, one problem raises on the validity of modal parameters identification (especially damping ratios) and on the precision of results obtained. This paper presents an OMA method allowing for the evaluation of uncertainties of modal parameters (frequencies, damping ratios and mode shapes). The method is based on the vector autoregressive model (VAR) for multiple numbers of measured channels. It is seen that the uncertainty of modal parameters decreases with higher model orders; the calculation of uncertainty allows also for the construction of an objective criterion for the selection of computing model order based on a threshold of confidence interval. The derivation confirms also that the identification of natural frequencies deals with a smaller uncertainty compared with the damping ratio estimation, and hence it can be conducted with a lower computing model order. Numerical simulations and experiments on a steel plate show the feasibility and the effectiveness of the developed OMA method.