Abstract: This paper uses RVAR model to deeply analyze 36 Chinese macroeconomics data series from the view of economic system and finds out the features and rules of the structure changes.The results show:The trend components and the primitive series have the same features of structure changes,but there exist obvious differences between them on the ranges and scopes.The structure changes of Chinese macroeconomics data are mostly affected by the compounding way and the constitutive proportion of the trend components and the volatility components.The most of structure changes appear in the cluster form more or less,and there are deep internal relationship between them,and the structure changes are mostly caused by the historic factors and external shocks.Almost all of the original series and the trend components have different volatility features in the structure changes,but corrected series and the trend components are the most similar features.

Key words: statistical data, structure changes, trend component, H-P filter, RVAR