Abstract: Watermelon is one of the most important fresh agricultural products in China.Using the price data of the four typical fruits of banana,pear,cantaloupe and pineapple in the Beijing city wholesale market,a vector autoregressive model was established to explore the substitution and dynamic impact of the four fruits of banana,pear,cantaloupe and pineapple on watermelon in the fruit marketand,which used to analyze the substitution effect of various fruits on watermelon and the integration effect of fruit market.The results showed that there was a strong substitution relationship between cantaloupe,banana,pear and watermelon without considering the influence of seasonal factors.The order of strength was cantaloupe＞banana＞pear,while pineapple had no obvious substitution effect on watermelon.When the price was under positive external impact,the price of watermelon itself would rise to share the pressure.Cantaloupe,banana and pear,which had substitution relationship,contribute more to the pressure of watermelon price share than those without substitution relationship.In order to promote the development of watermelon market in Beijing city,the overall situation of the whole fruit market should also be taken into account,and the substitution relationship of various fruits should be fully considered.