As an effective means to stimulate economy, investment in fixed asset has become the foundation of urban and rural economic activities. In the case of economy in transition of our country, fixed assets investment from government is particularly important for promoting the transition and development of economic. We select data of fixed assets investment of Zhejiang province, during 2000-2013. Using ARIMA model, we forecast the investment in fixed assets of Zhejiang, during 2014-2016, so as to make a reference to relevant departments for investment decision.