Abstract: GDP is an important indicator to measure the economic development status of a country (or a region).Since the reform and opening up, the economic in Fujian has developed rapidly and the gap of GDP between Fujian and Taiwan has been narrowing.In order to predict the trends of economic development in Fujian and Taiwan in the future, this paper established ARIMA model on GDP of Fujian and Taiwan by use of the Eviews 6.0 software and time-series theory, and then maked prediction and analysis on the trend of GDP in Fujian and Taiwan.The results showed that the predicted GDP value of Fujian would surpass that of Taiwan in the future.However, in the course of surpassing, it was quite necessary to put more emphasis on the quality of development, enhance the internal power, highlight the features of Fujian to Taiwan, promote the construction of free trade zone, strengthen the depth of industrial cooperation and promote the integrated development between Fujian and Taiwan.