<正> After analyzing the advantages and disadvantages of dynamical system and statistical system.some simple models with the equations of Lorenz system and auto-regresslon model have beenrespectively set up,and comparative experiments conducted.The result of the research demonstratesthat in chaotic parametric domain,the accuracy of statistical forecast is higher than that of dynamicalforecast,while in non-chaotic parametric domain,dynamical forecast is more accurate than statisticalforecast.