In this paper we introduce the vector valued sequence spaces w0 (M, θ, △(superscript m), Q, p, u), w1 (M, θ, △(superscript m), Q, p, u), w(subscript ∞) (M, θ, △(superscript m), and S(subscript θ)(△(superscript m subscript uq)) using an Orlicz function, the generalized difference operator △(superscript m) and the multiplier sequence u=(u(subscript k)) of non-zero complex numbers. We give some relations related to these sequence spaces. It is also shown that if a sequence is strongly lacunary △(superscript m subscript uq)-Cesaro summable with respect to the Orlicz function M then it is △(superscript m subscript uq)-statistically convergent.