Time series regression has been widely used in the stock market analysis and forecasting of existing and future prices respectively. This article aims to combine conventional time series analysis technique with information on Microsoft monthly stock prices to perform regression analysis on how much correlation,if any there exists between the monthly stock prices with time. Using such methods as time series plot,auto correlation and partial auto correlation and regression linear models in the experiment, the result shows insignificant correlation between the changes in monthly stock prices over time.