Results show there exist a positive and significant long term relationship between investment and export with gross domestic production at 95% confidence level. But the relationship of investment and export is negative. Analysis of the vector error correction model for GDP indicates an error correction coefficient is negative which due to the high value of the GDP in the short run than long-term equilibrium value. The coefficient for exports and investment is positive. This suggests that the amount of these two variables in the short term is over the long-term equilibrium values. In the short term, impact of investment and exports on GDP are positive. Effect of domestic production on investment is positive, but on export is negative. In the short term, exports havea negative effect on investment, while investment may lead to increased exports. Analysis of variance shows that fluctuations created in the GDP resulting from changes in its value. Most fluctuations in investment is also due to GDP. Interactions between exports and investment over another prediction error are not strong.