Time series regression has been widely used in the stock market analysis and forecasting of existing and future stock 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, autocorrelation and partial autocorrelation and regression linear models in the experiment, the result shows insignificant correlation between the changes in monthly stock prices over time.