Beijing,　the　capital　city,　is　the　political,　economic　and　cultural　centre　of　China,　and　in　two　consecutive　years　Beijing＇s　total　retail　sales　of　social　consumer　goods　was　the　highest　in　China.　Total　retail　sales　of　social　consumer　goods　is　an　important　indicator　reflected　living　standard　and　purchasing　power　of　a　region,　therefore　the　study　of　Beijing＇s　total　retail　sales　of　social　consumer　goods　have　theory　and　practical　significance,　and　an　ARIMA　model　would　be　established　in　this　paper　to　study　the　problem　in　order　to　find　out　the　trend　of　this　variable.　This　paper　would　also　provide　some　suggestion　to　help　Beijing　build　the　world　trade　center　and　achieve　the　strategic　objectives　of　being　a　global　city.　©　2010　IEEE.