Combined with cotton twill market operators price index data,using Eviews software to model and empirically analyze cotton twill and single product price index on the basis of time series theory.The model validation suggests that there is good effect in running change of cotton twill price index for the time series models that have been established,the precision of the established model within the theoretic confidence interval is ideal.As a result,it can be used to analyze and predict for the corresponding market price trend by producers and market operators and managers.