Abstract: According to the fact that it is difficult to obtain the experimental group and control group in the evaluation of the regulation policy impact in coal industry, a method of contrast analysis based on ARIMA coal price forecasting model is proposed.We select the price data of Qinhuangdao port from 2000 to 2016, and carry on an empirical analysis to the coal and electricity price linkage started on December 15, 2004, the national power coal interim price intervention limit launched on June 19, 2008, 276 working days launched on March 21, 2016 respectively.The results show that using the difference subtracted from the static predictive value and the dynamic predictive value of the ARIMA model is more reliable as an estimation of the regulation policy impact, and the method is suitable to evaluate coal industry regulation policy.