GDP是衡量国民经济发展状况的一个最重要的指标,GDP统计的真实性历来是社会各界关注的焦点。文章假设GDP虚增是各省有关部门根据适应性预期对数据进行调整的结果,并利用主成分分析、面板数据的有关方法来对我国各省GDP是否存在虚增,各地区的GDP虚增部分是否有“关联”效应进行了检验。 GDP is a measure of the development of the national economy, one of the most important indicators of the authenticity of GDP statistics has always been the focus of attention of all sectors of society. The article assumes that the inflated GDP is the result of relevant provincial departments adjusting their data according to the adaptive expectation. Based on the principal component analysis and the panel data, the paper analyzes the existence of inflated GDP in each province of our country, “Correlation ” effect was tested.