Aiming at the problem that the common mode error analysis of the vertical coordinate time series of the Global Positioning System (GNSS) in the three northwestern provinces is not comprehensive and in-depth, the MSSA algorithm is used as the theoretical basis to preprocess the data of 61 stations in the three northwestern provinces to improve the accuracy and integrity of the data, and on this basis, the common mode error of GNSS coordinate time series in the region is extracted and analyzed. The characteristic source of the common mode error (CEM) was explored by correlation analysis between the extracted CEM and the displacement time series caused by hydrologic load (NTOL), atmospheric load (NTAL) and non-tidal ocean load (HYDL). Through the extraction and analysis of common mode errors and the research on the source of error characteristics, the GNSS coordinate time series accuracy of the three northwestern provinces can be further improved, so as to provide higher precision data support for seismic displacement and crustal deformation research.