In this study, we investigate using statistical time series analysis the effect NAFTA may have had on some economic factors in Canada. These factors were GDP growth rate, unemployment rate, total export, export to and import from the US, and labor productivity. Results from the intervention time series analysis and the regression analysis with auto correlated errors did not show any significant relationship between NAFTA and any of the above economic variables. The only significant negative effect of NAFTA on total export was explained as being primarily due to the 2009 observation resulting from the 2008 great recession.