Air pollution is an important and popular topic in Hong Kong as concerns have been raised about the health impacts caused by vehicle exhausts in recent years. In Hong Kong, sulphur dioxide SO2, nitrogen dioxide (NO2), nitric oxide (NO), carbon monoxide (CO), and respirable suspended particulates (RSP) are major air pollutants caused by the dominant usage of diesel fuel by goods vehicles and buses. These major pollutants and the related secondary pollutant, e.g., ozone (O3), become and impose harmful impact on human health in Hong Kong area after the northern shifting of major industries to Mainland China. The air pollution index (API), a referential parameter describing air pollution levels, provides information to enhance the public awareness of air pollutions in time series since 1995. In this study, the varying trends of API and the levels of related air pollutants are analyzed based on the database monitored at a selected roadside air quality monitoring station, i.e., Causeway Bay, during 1999-2003. Firstly, the original measured pollutant data and the resultant APIs are analyzed statistically in different time series including daily, monthly, seasonal patterns. It is found that the daily mean APIs in seasonal period can be regarded as stationary time series. Secondly, the auto-regressive moving average (ARMA) method, implemented by Box-Jenkins model, is used to forecast the API time series in different seasonal specifications. The performance evaluations of the adopted models are also carried out and discussed according to Bayesian information criteria (BIC) and root mean square error (RMSE). The results indicate that the ARMA model can provide reliable, satisfactory predictions for the problem interested and is expecting to be an alternative tool for practical assessment and justification.