This essay will discover the application of two time series analysis methods, which will focus on the Auto-regressive Moving Average (ARMA) and Vector Auto-regression (VAR), and explore the impact of global climate change on marine ecosystems. The first ARMA model is combined with Auto-regressive (AR) and Moving Average (MA) components, which is able to capture the influence of historical data and previous forecast errors on current observation. Besides, VAR model can contribute to explore a series of variables, such as the temperature of see, and species amount. The results show that ARMA model effectively captures long-term impacts and short-term deviations. Meanwhile, this essay give recommendation for future research, and how to better capture the complicated climate change.