Question: I am looking for an Arima time series models in java.
Is there any Java library implementing Arima/Arma model?

Answer: 
Googling should help :)

I got this from Google:

[Java ARMA model, simulation and fitting](http://www.numericalmethod.com/javadoc/suanshu/com/numericalmethod/suanshu/stats/timeseries/linear/multivariate/stationaryprocess/arma/package-summary.html)

[Java ARIMA model](http://www.numericalmethod.com/javadoc/suanshu/com/numericalmethod/suanshu/stats/timeseries/linear/multivariate/arima/package-summary.html)
Hi Please refer to [Apache Math Library](http://commons.apache.org/proper/commons-math/userguide/index.html) for other forms of Regression, like Simple, OLS, GLS etc. I am looking for the same API as you are and API suggested in an Answer above [SuanShu](http://numericalmethod.com/suanshu/) is not useful because it's PAID. I think Apache Math might be useful for you.