Global change science is a new research domain nowadays, and one of the most imp ortant studies of which is the climate change,to which great attention is paid b y all governments in world. It is mainly based on the climatic proxy that we can study the past climate change. Although many achievements have been obtained, m ajority of the results are limited to the external characteristics of the proxy due to lagged analysis methods. For example, we judge if the climate is flood / drought or cold/warm through linear trend of the time series, however, we do not know whether it is a natural variation or the result of external forces, the me chanism is not uncovered. Because complexity of the open global climate system, there are different characteristics among the climatic proxies from different re gion of the world, from which it is difficult to reveal the intrinsic general pr inciples i.e. the globality. For the further study on the past climate change, e specially to reveal the rulcs of the global climate change in past 2000a and pre dict future climate change, a new method making use of the dynamical lag correla tion exponent (named Q index in the text), a dynamics exponent based on the phas e-space reconstruction, is introduced in this paper, which can effectively disce rn the similarities or differences between the dynamics of the two series. With Q index, we analyze the dynamics structure of some typical climatic proxies. The results show that the dynamics of climatic proxies are almost similar, and the regional climate keeps the same change with the global. In other words, regional climate is controlled by the global climate change. Besides, there are two dyna mics jump periods (namely 700—900a and 1300—1700a) in past 2000a of the climat e system, which may correspond to the periods of the medieval warm period and th e little ice age, respectively.