In order to study the relationship between passenger transportation and national economy in China, we established an ARIMA model of passenger, passenger turnover and gross domestic product (GDP), using Johansen maximum likelihood estimation method of the three sequences to test their co-integration relationship and using granger causality analysis method to study the causality among and vector. Then autoregressive model was established, and we used the impulse response function and to have a further analysis of the short-term dynamic relationship between the three. The research results show that there is no co-integration relationship between traffic passenger traffic and gross domestic product (GDP), and gross domestic product (GDP) is the granger reason of passenger traffic and passenger turnover, but passenger traffic and passenger turnover do not constitute a granger causality of GDP. Impulse response function analysis results show that the growth of our country passenger traffic and passenger turnover have obvious role in promoting the gross domestic product growth, the development of the national economy in our country has a certain role in promoting the long-term development of the passenger transportation industry, it also determines the development of transportation industry at the same time