Time series analysis is one of the most widely used tools in the economic application research field．It describes the rule of the history data with the appropriate model，and analyses the value of the forecasted variables．ARMA model is the most common and important time series model and it is widely used in the forecast of economic field．This paper gives out three models and implementations of the ARMA model，shows out the rules of saling by the sales data of supermarket，and then uses the model to forecast the supermarket sales．