The synchronous development of industrialization, urbanization, agricultural modernization and informatization is the basic trend and future requirements of China's economic and social development. By using the relevant data of 1978-2011, and establishing the VAR model, we find that in the short term, industrialization is the Granger cause of urbanization; urbanization is the Granger cause of industrialization, informatization, and agricultural modernization; agricultural modernization is the Granger cause of industrialization, informatization and urbanization; informatization is the Granger reason of industrialization, urbanization and agricultural modernization. In the long run, there are long-term and stable relations among them, and at the same time, their changes affect the structure of each other, and there are pulling effect among them.