The reader, of this article, will find the past 8-years data for the GII score that measures the performance of innovation for Saudi Arabia which were hosted in reports published by the Global Innovation Index. These hosted data were, statistically, analyzed in order to forecast the future scores that Saudi Arabia can achieve during the next five years. The forecasting process passes through a systematic approach starting by checking the variation and distribution (using the descriptive statistics), checking the relationships (using the Person correlation coefficient) and finally developing a “regression equation” in order to be able to forecast the behavior of the GII for the next 5 years (using Box-Jenkins approach).