Solar radiation prediction is of great importance for many applications such as the PV power forecasting and the solar water heaters. The need of solar radiation prediction increase over time and certainly the accurate prediction can greatly improve the performance of these applications. In this paper the solar radiation is predicted for a winter day using ARMA model. The performance of this model to predict the solar radiation has been validated on a real database. Simulations results show that the effectiveness of ARMA model is proven to predict especially the small variation of solar radiation.