playing with stocks

I want to code an ARMA to play with stocks.
It's been many years and lack of practice for understanding
the explanation at this link:

http://en.wikipedia.org/wiki/Autoregressive_moving_average

Can someone explain how this is coded? I understand the
simple moving average and the so called exponential moving
average. I don't understand some of the terms in the link
above.

Thanks!

Mike
.