The ozone data is one of the important environmental data for measurement of the atmospheric condition of the country. In this article, the Autoregressive Error (ARE) model and Neural Networks (NN) model have been considered for analyzing the ozone data at the northern part of the Gyeonggi-Do, Paju monitoring site in Korea. In the both ARE model and NN model, seven meteorological variables and four pollution variables are used as the explanatory variables for the ozone data set. The seven meteorological variables are daily maximum temperature, wind speed, relative humidity, rainfall, dew point temperature, steam pressure, and amount of cloud. The four air pollution explanatory variables are Sulfur dioxide ($SO_2$), Nitrogen dioxide ($NO_2$), Cobalt (CO), and Promethium 10 (PM10). The result showed that the NN model is generally better suited for describing the ozone concentration than the ARE model. However, the ARE model will be expected also good when we add the explanatory variables in the model.