Tables
전처리 데이터
| Month | KOSPI | CPI | Rate | Dollar | Predicted KOSPI | Residual |
|---|---|---|---|---|---|---|
| 2015-01-01 | 1920.99 | 94.643 | 2.0 | 1088.86 | 1840.50517604452 | 80.48482395548 |
| 2015-02-01 | 1961.0 | 94.587 | 2.0 | 1098.4 | 1808.53802229031 | 152.461977709689 |
| 2015-03-01 | 2012.62 | 94.596 | 1.75 | 1112.57 | 1841.28292777951 | 171.337072220487 |
| 2015-04-01 | 2107.27 | 94.625 | 1.75 | 1088.66 | 1910.05486270843 | 197.215137291565 |
| 2015-05-01 | 2114.9 | 94.89 | 1.75 | 1091.27 | 1929.87434912878 | 185.025650871219 |
| 2015-06-01 | 2063.69 | 94.909 | 1.5 | 1112.2 | 1945.03009995893 | 118.659900041066 |
| 2015-07-01 | 2058.03 | 95.08 | 1.5 | 1143.22 | 1877.06693019004 | 180.963069809962 |
| 2015-08-01 | 1952.55 | 95.213 | 1.5 | 1179.1 | 1791.85342259972 | 160.696577400282 |
| 2015-09-01 | 1939.58 | 94.966 | 1.5 | 1184.76 | 1751.10343721235 | 188.476562787654 |
| 2015-10-01 | 2020.57 | 94.966 | 1.5 | 1148.18 | 1851.79677922276 | 168.773220777238 |
| 2015-11-01 | 2006.78 | 94.786 | 1.5 | 1151.97 | 1823.02174837688 | 183.758251623124 |
| 2015-12-01 | 1971.53 | 95.07 | 1.5 | 1172.24 | 1796.16489356607 | 175.365106433928 |
| 2016-01-01 | 1894.65 | 95.232 | 1.5 | 1201.67 | 1731.66138127915 | 162.988618720855 |
| 2016-02-01 | 1900.61 | 95.64 | 1.5 | 1217.35 | 1730.07520171169 | 170.534798288314 |
| 2016-03-01 | 1976.5 | 95.393 | 1.5 | 1188.21 | 1785.11877296626 | 191.381227033738 |
| 2016-04-01 | 1996.17 | 95.573 | 1.5 | 1147.51 | 1915.49553299762 | 80.6744670023819 |
| 2016-05-01 | 1966.68 | 95.63 | 1.5 | 1171.51 | 1855.23941940428 | 111.440580595721 |
| 2016-06-01 | 1977.03 | 95.611 | 1.25 | 1170.5 | 1926.91688178095 | 50.1131182190541 |
| 2016-07-01 | 2002.48 | 95.431 | 1.25 | 1144.09 | 1981.27304089445 | 21.2069591055494 |
| 2016-08-01 | 2036.66 | 95.677 | 1.25 | 1111.68 | 2095.55553933055 | -58.8955393305492 |
| 2016-09-01 | 2042.56 | 96.247 | 1.25 | 1107.49 | 2165.17338605226 | -122.613386052256 |
| 2016-10-01 | 2036.03 | 96.379 | 1.25 | 1125.28 | 2129.65410988655 | -93.6241098865454 |
| 2016-11-01 | 1981.75 | 96.237 | 1.25 | 1161.64 | 2015.0962897038 | -33.3462897038014 |
| 2016-12-01 | 2021.67 | 96.342 | 1.25 | 1182.28 | 1968.9805003055 | 52.6894996944994 |
| 2017-01-01 | 2061.73 | 97.366 | 1.25 | 1185.1 | 2065.56546331041 | -3.83546331041281 |
| 2017-02-01 | 2082.8 | 97.632 | 1.25 | 1144.92 | 2203.27438866137 | -120.474388661375 |
| 2017-03-01 | 2136.17 | 97.565 | 1.25 | 1134.77 | 2224.38674879909 | -88.2167487990914 |
| 2017-04-01 | 2160.18 | 97.442 | 1.25 | 1132.73 | 2217.46829960783 | -57.2882996078339 |
| 2017-05-01 | 2301.89 | 97.546 | 1.25 | 1125.28 | 2248.57362572666 | 53.3163742733431 |
| 2017-06-01 | 2372.2 | 97.338 | 1.25 | 1130.04 | 2214.27523395882 | 157.924766041178 |
| 2017-07-01 | 2412.9 | 97.499 | 1.25 | 1134.4 | 2218.67971819308 | 194.220281806922 |
| 2017-08-01 | 2372.18 | 98.058 | 1.25 | 1130.79 | 2285.58008475118 | 86.5999152488178 |
| 2017-09-01 | 2371.84 | 98.172 | 1.25 | 1131.59 | 2294.99475048117 | 76.8452495188314 |
| 2017-10-01 | 2482.87 | 98.077 | 1.25 | 1131.57 | 2285.3691238682 | 197.500876131803 |
| 2017-11-01 | 2533.51 | 97.347 | 1.5 | 1105.04 | 2213.1761781193 | 320.333821880706 |
| 2017-12-01 | 2467.73 | 97.698 | 1.5 | 1085.78 | 2301.96052334238 | 165.769476657616 |
| 2018-01-01 | 2520.94 | 98.106 | 1.5 | 1066.7 | 2396.0577928805 | 124.882207119497 |
| 2018-02-01 | 2439.1 | 98.855 | 1.5 | 1079.58 | 2436.92768833237 | 2.17231166763485 |
| 2018-03-01 | 2451.57 | 98.751 | 1.5 | 1071.89 | 2447.49806472961 | 4.07193527039075 |
| 2018-04-01 | 2458.22 | 98.931 | 1.5 | 1067.76 | 2477.20900963464 | -18.9890096346418 |
| 2018-05-01 | 2461.3 | 98.979 | 1.5 | 1076.39 | 2458.34459980276 | 2.95540019724513 |
| 2018-06-01 | 2394.51 | 98.779 | 1.5 | 1092.8 | 2392.79260325713 | 1.71739674286547 |
| 2018-07-01 | 2284.25 | 98.59 | 1.5 | 1122.8 | 2290.95249211603 | -6.70249211602773 |
| 2018-08-01 | 2283.8 | 99.462 | 1.5 | 1121.15 | 2384.35288370044 | -100.552883700441 |
| 2018-09-01 | 2307.33 | 100.221 | 1.5 | 1120.6 | 2463.21040347604 | -155.88040347604 |
| 2018-10-01 | 2153.48 | 100.041 | 1.5 | 1130.81 | 2416.76311304276 | -263.283113042758 |
| 2018-11-01 | 2083.33 | 99.33 | 1.75 | 1128.58 | 2279.61597502528 | -196.285975025279 |
| 2018-12-01 | 2070.13 | 98.988 | 1.75 | 1122.9 | 2260.40079581766 | -190.27079581766 |
| 2019-01-01 | 2101.98 | 98.884 | 1.75 | 1122.0 | 2252.28041791609 | -150.300417916088 |
| 2019-02-01 | 2210.2 | 99.311 | 1.75 | 1122.45 | 2294.55381889776 | -84.3538188977589 |
| 2019-03-01 | 2161.91 | 99.121 | 1.75 | 1130.72 | 2252.42772499093 | -90.517724990934 |
| 2019-04-01 | 2212.12 | 99.481 | 1.75 | 1140.95 | 2260.95240611394 | -48.8324061139407 |
| 2019-05-01 | 2086.9 | 99.652 | 1.75 | 1183.29 | 2161.82880355232 | -74.92880355232 |
| 2019-06-01 | 2105.3 | 99.491 | 1.75 | 1175.62 | 2166.53571795269 | -61.2357179526854 |
| 2019-07-01 | 2079.48 | 99.187 | 1.5 | 1175.31 | 2207.2442572994 | -127.764257299403 |
| 2019-08-01 | 1944.24 | 99.425 | 1.5 | 1208.98 | 2138.81389046218 | -194.573890462176 |
| 2019-09-01 | 2045.21 | 99.794 | 1.5 | 1197.55 | 2207.87891961831 | -162.66891961831 |
| 2019-10-01 | 2065.75 | 100.041 | 1.25 | 1184.13 | 2340.82315022103 | -275.073150221026 |
| 2019-11-01 | 2128.79 | 99.481 | 1.25 | 1167.45 | 2329.67292958789 | -200.882929587886 |
| 2019-12-01 | 2147.01 | 99.719 | 1.25 | 1175.84 | 2330.83052573653 | -183.820525736534 |
| 2020-01-01 | 2203.44 | 100.09 | 1.25 | 1164.28 | 2400.45720818337 | -197.017208183369 |
| 2020-02-01 | 2167.12 | 100.16 | 1.25 | 1193.79 | 2326.35850613879 | -159.238506138791 |
| 2020-03-01 | 1786.75 | 99.94 | 0.75 | 1220.09 | 2373.2111495698 | -586.461149569801 |
| 2020-04-01 | 1849.59 | 99.5 | 0.75 | 1225.23 | 2314.22549569668 | -464.635495696679 |
| 2020-05-01 | 1965.17 | 99.44 | 0.5 | 1228.67 | 2369.47551680347 | -404.305516803465 |
| 2020-06-01 | 2134.7 | 99.71 | 0.5 | 1210.01 | 2448.35419518233 | -313.654195182333 |
| 2020-07-01 | 2195.95 | 99.63 | 0.5 | 1198.9 | 2470.7844115092 | -274.834411509194 |
| 2020-08-01 | 2349.87 | 100.19 | 0.5 | 1186.85 | 2561.01937014013 | -211.149370140128 |
| 2020-09-01 | 2371.52 | 100.74 | 0.5 | 1178.8 | 2639.22455614656 | -267.704556146565 |
| 2020-10-01 | 2357.82 | 100.18 | 0.5 | 1144.68 | 2676.08122137077 | -318.26122137077 |
| 2020-11-01 | 2504.18 | 100.09 | 0.5 | 1116.76 | 2743.76511086966 | -239.585110869657 |
| 2020-12-01 | 2755.77 | 100.33 | 0.5 | 1095.13 | 2827.76221686153 | -71.9922168615297 |
| 2021-01-01 | 3089.27 | 101.04 | 0.5 | 1097.49 | 2893.61622032751 | 195.653779672495 |
| 2021-02-01 | 3092.41 | 101.58 | 0.5 | 1111.72 | 2909.47248958833 | 182.93751041167 |
| 2021-03-01 | 3032.47 | 101.84 | 0.5 | 1131.02 | 2882.84009696452 | 149.629903035476 |
| 2021-04-01 | 3165.08 | 101.98 | 0.5 | 1119.4 | 2929.09260210489 | 235.987397895111 |
| 2021-05-01 | 3169.2 | 102.05 | 0.5 | 1123.28 | 2925.54530398943 | 243.654696010575 |
| 2021-06-01 | 3259.14 | 102.05 | 0.5 | 1121.3 | 2930.99562703974 | 328.144372960257 |
| 2021-07-01 | 3254.57 | 102.26 | 0.5 | 1143.98 | 2889.96405265522 | 364.605947344784 |
| 2021-08-01 | 3182.5 | 102.75 | 0.75 | 1160.34 | 2824.02861750733 | 358.471382492669 |
| 2021-09-01 | 3141.7 | 103.17 | 0.75 | 1169.54 | 2841.50268161681 | 300.197318383191 |
| 2021-10-01 | 2989.87 | 103.35 | 0.75 | 1182.82 | 2823.28932131677 | 166.580678683226 |
| 2021-11-01 | 2964.3 | 103.87 | 1.0 | 1182.91 | 2805.19718354988 | 159.102816450119 |
| 2021-12-01 | 2988.49 | 104.04 | 1.0 | 1183.7 | 2820.34588249391 | 168.144117506093 |
| 2022-01-01 | 2865.55 | 104.85 | 1.25 | 1194.01 | 2803.67281982168 | 61.8771801783207 |
| 2022-02-01 | 2724.02 | 105.42 | 1.25 | 1198.34 | 2849.83776129657 | -125.817761296566 |
| 2022-03-01 | 2698.72 | 106.1 | 1.25 | 1221.03 | 2856.67255243999 | -157.952552439987 |
| 2022-04-01 | 2703.24 | 106.83 | 1.5 | 1232.34 | 2829.09464945859 | -125.854649458588 |
| 2022-05-01 | 2628.34 | 107.5 | 1.75 | 1269.88 | 2723.19961557758 | -94.8596155775826 |
| 2022-06-01 | 2474.95 | 108.21 | 1.75 | 1277.35 | 2774.98738127228 | -300.037381272282 |
| 2022-07-01 | 2362.79 | 108.73 | 2.25 | 1307.4 | 2603.59131560466 | -240.801315604663 |
| 2022-08-01 | 2479.57 | 108.63 | 2.5 | 1318.44 | 2492.17806253207 | -12.6080625320708 |
| 2022-09-01 | 2333.93 | 108.82 | 2.5 | 1391.59 | 2310.18026615765 | 23.7497338423546 |
| 2022-10-01 | 2230.27 | 109.16 | 3.0 | 1426.66 | 2106.62336290076 | 123.646637099241 |
| 2022-11-01 | 2417.56 | 109.07 | 3.25 | 1364.1 | 2198.82699573656 | 218.733004263438 |
| 2022-12-01 | 2361.28 | 109.26 | 3.25 | 1296.22 | 2405.04084571886 | -43.7608457188624 |
| 2023-01-01 | 2362.36 | 110.07 | 3.5 | 1247.25 | 2551.54715194706 | -189.187151947059 |
| 2023-02-01 | 2450.34 | 110.33 | 3.5 | 1270.74 | 2513.38099488849 | -63.0409948884901 |
| 2023-03-01 | 2417.56 | 110.52 | 3.5 | 1305.73 | 2436.4257882111 | -18.8657882110979 |
| 2023-04-01 | 2523.29 | 110.77 | 3.5 | 1320.01 | 2422.59287241424 | 100.697127585756 |
| 2023-05-01 | 2524.43 | 111.13 | 3.5 | 1328.21 | 2436.70551100803 | 87.7244889919688 |
| 2023-06-01 | 2598.91 | 111.16 | 3.5 | 1296.71 | 2526.47225286192 | 72.4377471380787 |
| 2023-07-01 | 2594.39 | 111.29 | 3.5 | 1286.3 | 2568.3749860396 | 26.0150139603973 |
| 2023-08-01 | 2562.05 | 112.28 | 3.5 | 1318.47 | 2580.70387967552 | -18.653879675518 |
| 2023-09-01 | 2543.82 | 112.85 | 3.5 | 1329.47 | 2608.5083894607 | -64.6883894606957 |
| 2023-10-01 | 2392.14 | 113.27 | 3.5 | 1350.69 | 2592.89513889097 | -200.755138890971 |
| 2023-11-01 | 2458.95 | 112.68 | 3.5 | 1310.39 | 2643.70636152188 | -184.75636152188 |
| 2023-12-01 | 2553.64 | 112.73 | 3.5 | 1303.98 | 2666.44618916263 | -112.806189162632 |
| 2024-01-01 | 2518.59 | 113.17 | 3.5 | 1323.57 | 2657.35785867497 | -138.767858674968 |
| 2024-02-01 | 2630.42 | 113.78 | 3.5 | 1331.74 | 2697.02855260829 | -66.6085526082885 |
| 2024-03-01 | 2699.59 | 113.95 | 3.5 | 1330.69 | 2717.24219822534 | -17.6521982253365 |
| 2024-04-01 | 2674.25 | 114.01 | 3.5 | 1367.83 | 2621.12146463068 | 53.1285353693186 |
| 2024-05-01 | 2710.45 | 114.1 | 3.5 | 1365.39 | 2637.00919523667 | 73.4408047633343 |
| 2024-06-01 | 2748.16 | 113.84 | 3.5 | 1380.13 | 2569.94007440955 | 178.219925590446 |
| 2024-07-01 | 2809.19 | 114.13 | 3.5 | 1383.38 | 2590.5453877167 | 218.644612283297 |
| 2024-08-01 | 2647.99 | 114.54 | 3.5 | 1354.15 | 2712.78624840622 | -64.7962484062234 |
| 2024-09-01 | 2593.62 | 114.65 | 3.5 | 1334.82 | 2777.20492421945 | -183.584924219446 |
| 2024-10-01 | 2596.11 | 114.69 | 3.25 | 1361.0 | 2780.04900077476 | -183.939000774757 |
| 2024-11-01 | 2504.19 | 114.4 | 3.0 | 1393.38 | 2732.19878260554 | -228.008782605534 |
| 2024-12-01 | 2443.64 | 114.91 | 3.0 | 1434.42 | 2671.19841865186 | -227.558418651858 |
| 2025-01-01 | 2503.89 | 115.71 | 3.0 | 1455.79 | 2693.89498634538 | -190.004986345375 |
| 2025-02-01 | 2578.75 | 116.08 | 2.75 | 1445.56 | 2830.59207446871 | -251.84207446871 |
| 2025-03-01 | 2585.97 | 116.29 | 2.75 | 1456.95 | 2820.63835222463 | -234.668352224632 |
| 2025-04-01 | 2472.18 | 116.38 | 2.75 | 1444.31 | 2864.60350460498 | -392.423504604981 |
| 2025-05-01 | 2620.08 | 116.27 | 2.5 | 1394.49 | 3061.36661545105 | -441.286615451047 |
| 2025-06-01 | 2949.13 | 116.31 | 2.5 | 1366.95 | 3141.25173019179 | -192.121730191792 |
| 2025-07-01 | 3168.59 | 116.52 | 2.5 | 1375.22 | 3139.88639578458 | 28.7036042154227 |
| 2025-08-01 | 3183.79 | 116.45 | 2.5 | 1389.66 | 3093.00444224256 | 90.7855577574439 |
| 2025-09-01 | 3352.56 | 117.06 | 2.5 | 1391.83 | 3149.19126663139 | 203.368733368614 |
| 2025-10-01 | 3808.59 | 117.42 | 2.5 | 1423.36 | 3099.08368463734 | 709.506315362663 |
| 2025-11-01 | 4012.46 | 117.2 | 2.5 | 1457.77 | 2981.94525875021 | 1030.51474124979 |
| 2025-12-01 | 4088.04 | 117.57 | 2.5 | 1467.4 | 2993.14057190626 | 1094.89942809374 |
회귀계수 결과분석표
| Variable | Coefficient |
|---|---|
| (Intercept) | -4239.83686068547 |
| cpi | 101.901898749024 |
| rate | -283.333532638214 |
| dollar | -2.7526884092514 |