Ramanagaram and Siddlaghatta were class I reeling cocoon markets in Karnataka. The present study was to determine the market integration between Ramanagaram and Siddlaghatta markets and to forecast the price and arrival of cocoon. The study was exclusively based on secondary data and the study period was ten years from 1998-99 to 2007-08. Correlation technique and concurrent deviation method was used to determine the market integration. Auto Regressive Integrated Moving Average (ARIMA) model was used to forecast the arrival and price. Suitable model was identified based on the Autocorrelation function and Partial Autocorrelation Function. The adequacy of the model was judged based on the values of Box-Pierce Q statistics and Akike Information Co-efficient (AIC). Market integration is found to be perfect between two markets. Forecasted values of arrival showed increasing trend in both the markets and price showed decreasing trend in Siddlaghatta market.