Abstract
In this study, a prediction model is proposed using the vector autoregression (VAR) model, which is a
vector time series model. The observation data was obtained from a measurement system installed in
Jungdaebu Middle School, Dongjak-gu, Seoul. Fine dust (PM10) and carbon monoxide (CO) were used
as time series variables of the proposed VAR (2) model, and the applicability of the model was checked
by performing the unit root test and Granger causality test after the first order differencing of the two time
series variables. The validity of the proposed prediction model was confirmed by performing the
Schematic Representation of the cross-correlation matrix (CCM) and the multivariate Portmanteau test.
Prediction by the model resulted that fine dust (PM10) and carbon monoxide (CO) would decrease in
the short term