This document analyzes time series data of the Dow Jones Industrial Average from 2005 to 2012. Various statistical analyses are performed, including calculating descriptive statistics, plotting scatter plots and histograms, and performing autocorrelation and partial autocorrelation analyses. Autoregressive (AR) models (AR(1) and AR(2)) are fitted to the log-return data and found to be stationary. Bootstrap confidence intervals are estimated for the mean and standard deviation of the original and AR models' data.