The shah of Iran yesterday celebrated the 25th anniversary of his return to power in a CIA-backed coup amid signs of growing dissatisfaction with his leadership and the present economic state of the country.

Goose-stepping Iranian soldiers paraded in Tehran, and the government organized pro-shah rallies in most major cities to mark the anniversary of the return of Shah Mohammed Reza Pavlevi from a brief exile abroad in 1953 after the late Prime Minister Mohammed Mossadegh tried to strip him of power.

The parades in Tehran draw crowds of mildly curious onlookers, but public enthusiasm for the display was visibly lacking. There was virtually no applause and the generally listless spectators did not join in the troops' shouts of Javid shah (Long live the shah). No incidents of opposition violence were reported.

The celebration comes at a time when the shah is facing his most serious challenge since that time in August 1953 when he was forced to flee to Rome and considered, according to the memories of his former wife, buying a farm and settling in America.

The shah's despair proved premature. In his fourth day of exile, turbulent pro-shah demonstrations in Tehran toppled Mossadegh nd paved the way for the shah's triumphant return to his throne. According to widely published accounts, the demonstrations were organized and financed by the U.S. Central Intelligence Agency in a plan carried out on the spot by one of its best agents, Kermit (Kim) Roosevelt, a cousin of the late President Franklin Roosevelt.

The CIA believed at the time that a Communist take-over of Iran by the pro-Moscow Tudeh Party was imminent, and the agency's then-director, Allen Dulles, was determined to prevent such a development at all costs, former CIA officials have been quoted as saying. Although Mossadegh's National Front government was not itself Communist, it was seen as amenable to subversion and eventual overthrow by the Tudeh Communists.

Today the shah makes the same charges, though he does not mention the CIA role in his return to power.

"It was later discovered that the Tudeh Party had planned to overthrow the fimsy (Mossadegh) government within two weeks," he said at a news conference coinciding with the celebrations.

"Today the plot is the same, and I have a great deal of information which shows that the riders receive orders from the Communists" the Shah said. "The plot is quite clear - to turn Iran into an 'Iranestan.'"

He was referring to recurring antigovernment violence in Iran this year, and to fears that the Soviet Union to the north aims to turn his country into a satellite or client state.

This kind of appeal to Iranians' deep-seated resentment of foreign domination is basically a propaganda ploy commonly used by all sides in the present conflict. Diplomats say members of the outlawed Tudeh Party and radical terrorist groups have an interest in fueling the violence, but there is no evidence they are instigating it or are immediately involved in it.

Instead, there are fundamental economic reasons for the current unrest, which is being channeled by some reactionary elements of Iran's powerful Moslem clergy into growing anti-Western and antiminority sentiments. There is also increasing opposition to the shah's government by political liberals, but basically, economists say, the recent waves of widespread rioting across Iran are the work of little people lashing out against inflation, unemployment, unequal distribution of wealth and corruption in high places.

"A year ago you wouldn't have found all these people to go rioting," a veteran economic analyst said. "They would have been working in the construction boom."

Today the construction sector is down sharply and the average daily wage for its unskilled laborers has declined from more than $10 to about $7.In a country with 55 percent adult illiteracy, construction is a key employment sector for unskilled people who cannot be absorbed in industry.

Many other Iranians are also affected by the economic slowdown following the post-1973 oil boom years.

"I can't find any work," said a young technical school graduate who was driving a gypsy taxi to earn some money. "In Iran, there are only job for foreigners, not for us Iranians, he said resentfully.

"Iran has become a colony of America," a companion added.

"They are exaggerating. But their comments exemplified what appears to be an upsurge of popular feeling against the estimated 40,000 Americans in Iran. U.S.-sponsored clubs and academic institutions in Tehran and provincial cities have come under attack inthe latest disturbances, which have left at least 15 people dead in the last 10 days and led to the imposition of martial law in Isfahan.

Many disgruntled Iranians also blame corrupt Western influence for the hedonistic lifestyle of the country's elite. Stories of extravagant parties featuring imported strippers and thousands of dollars worth of food and alcohol, much of which goes to waste, invariably filter down through servants to the poorer classes, adding to their resentment - and often their own desire for a piece of the wealth.

Whipped up by some fanatical brayer leaders, a few new extremist groups have started issuing handbills denouncing Iranian Jews and adherents of the elclectic Baha'i faith in connection with various complaints.

"In the long term, the economic frustrations will feed this kind of thing," a diplomat said. "And it looks like things are going to get worse before they get better."

Concerned about his succession, the shah, 58, is determined to "liberalize" his country politically despite the recent riots. He wants to accommodate growing political aspirations without threatening the ultimate power of the monarchy. The shah is still firmly in control after 37 years on the Peacock Throne, but to make his plans work, many observers believe, he will eventually have to give up some of his authority, or risk having it taken from him.