Share price prediction is an important aspect of the financial market. The aim of this research is to use an ARIMA predictive model in R programming for predicting a future share price. The research entails developing a time series model using the Box and Jenkins modeling approach. An ARIMA model (2, 1, 1) with drift was developed to forecasts K.P.L.C prices. In addition, the ARIMA model was found to be best suited for short term forecasts.