ARIMA model insample and outofsample prediction
Parameters:  start : int, str, or datetime
end : int, str, or datetime
exog : arraylike, optional
dynamic : bool, optional
typ : str {‘linear’, ‘levels’}


Returns:  predict : array

Notes
It is recommended to use dates with the timeseries models, as the below will probably make clear. However, if ARIMA is used without dates and/or start and end are given as indices, then these indices are in terms of the original, undifferenced series. Ie., given some undifferenced observations:
1970Q1, 1
1970Q2, 1.5
1970Q3, 1.25
1970Q4, 2.25
1971Q1, 1.2
1971Q2, 4.1
1970Q1 is observation 0 in the original series. However, if we fit an ARIMA(p,1,q) model then we lose this first observation through differencing. Therefore, the first observation we can forecast (if using exact MLE) is index 1. In the differenced series this is index 0, but we refer to it as 1 from the original series.