Co-integration Analysis of Multiplexed System Based on VAR

The variation of elements in a compound system is mostly non-stationary. Whether these element variables have long-term mutual connection or balanced relations, is essential to determine the interaction relationships between the subsystems. Co-integration is usually used to describing the long-term balanced relations between these non-stationary variables in a statistical method. In view of the fact that elements of a compound system is mostly non-stationary, this paper gave a method using co-integration analysis to determine the long-term inter-relationship between elements of the compound system or its subsystems, and carried this method on the co-integration analysis of the Guangxi Province compound system, composed of education, economy science and technology system, the result of which indicated that economy growth was the reason of the development of education and technological achievements in Guangxi from 1994 to 2006.