Regional economical association is an important reason of regional economical convergence. We can find many explanations such as specialization of industry chain, regional resource endowment and key industry development. This paper adopts three stages’ theory including regional association, provincial association and indicators’ association, so it can obtain many provincial evidences which affect regional macro-economical development. The research which takes Xinjiang for example has three conclusions. First, there is a relationship between Xinjiang and Huanan, Huabei, Huadong. Second, there is a relationship between Xinjiang and Shanghai, Guangdong, Zhejiang, Fujian, Shandong, Jiangsu, Hebei. Third, the relationship between Xinjiang and these associated provinces is secondary industry and total import and export.