Dear Enkh-Otgon Gankhuyag

See the attached link:

https://www.quora.com/How-does-the-ARMA-model-differ-from-the-ARIMA-model-In-what-situation-is-the-ARMA-model-appropriate

Good luck.

Hi,

both are linear models used to model time series data.

Their implementation depend on whether our data subjected to modelling behave like a realization of stationary stochastic process or not.

I recommend you have a look on the following book or any applied time series book written in your field.

Forecasting: Principles and Practice

by George Athanasopoulos and Rob J. Hyndman

Good luck

Hamid