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The Decision support system that audits social insurance funds on-line based on data warehouse plays an important role in increasing audit efficiency and providing decision-making information to improve the social insurance system. In the paper the on-line auditing decision support system is introduced. Based on the data warehouse technology and on-line auditing, the system's architecture is given. The function of the system as data transmitting, data collecting, data auditing, data searching and decision analysis etc are analyzed in detail. Finally the design and the on-line analysis of the data warehouse are discussed in the paper.