If the stock market is the weak efficient of Fama Efficient Market Hypothesis,then the any hard work to forecast the stock price according to the price series is unisexual.Because today price is shown by yesterday price.the change of the price,in other word,the interest only display the information which was un-predictable,but information is completely random,so,the interest series is random,which is un-predictable too.But the study of China stock market interest series shows that the interest series is not independent at all.They not only have short-term correlation,also have long-term correlation.So,according to the forecasting theory, the correlation make the forecast feasible.

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