This paper employed ARFI MA - FI GARCH model , inflation rate from January 1983 to October 1983 inflation rate during the dynamic process of inspection, we found that the rate of inflation in China has been one of the first moment and second moment significant long memory, suggesting that the rate of inflation level and inflation uncertainty sex show long-term memory; In the inspection of inflation and inflation uncertainty between Granger influence relations, the results show that the rate of inflation levels of inflation uncertainty there is significant relationship between the Granger, so in monetary policy,we should fully consider the rate of inflation and inflation uncertainty long-term memory of sexual behavior and the one-way influence relations between them.

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