Problem motivation : Individuals can choose different ways to increase their assets. There are many ways to invest assets, such as stocks, deposits, or bonds. For bond investments, it is not easy for individuals to access to invest due to various information and lack of capital of bond types. In case of deposits, the rate of interest has been decreased due to aggresive positive demand policy and low interest rate of each central bank after the 2008 financial crisis, and the speed of fund accumulation has been much slower than other investment methods In this situation, in order to increase assets, individuals are forced to pay attention to investing in risky assets, like stocks. There are passive strategies and active strategies in investing in stocks. For example, having a portfolio which is almost the same as the index at the target of market return is a passive strategy and market portfolio and other portfolio are active to achieve high revenue. An active strategy is how the portfolio is organized to generate profits that exceed market returns. However, due to the lack of information and the calculation of incorrect returns and risks, it is not easy for individuals to increase their profits with active strategy. So, individuals who had previously chosen a passive strategy had to construct passive portfolio. However, with the advent of ETF, individuals can construct active portfolio by using the market index in the stock market. So, our team decided to make a time-series model that can predict the trend of the KOSPI index using the macro-index easily gettable in the internet. It will provide a criterion for predicting the direction of ETF prices so that individuals can determine more reasonable investment decision, not just uncertain intuition or experience.