title: AttributeError: 'SARIMAXResults' object has no attribute 'append'
body: <p>I have trained an ARMA model and now I am trying to make a prediction on the validation data without retraining the model. Each time I make a prediction, I want to append the previous target to the model in order to make the next prediction. I am trying to use the method <code>append</code>, but I get an <code>AttributeError</code>, though the method is listed in the <a href="https://www.statsmodels.org/dev/generated/statsmodels.tsa.statespace.sarimax.SARIMAXResults.html" rel="nofollow noreferrer">documentation</a>.</p>
  
  <pre><code>import numpy
  import pandas
  from statsmodels.tsa.statespace.sarimax import SARIMAX
  
  N_TRAIN = 100
  
  train_data = pandas.Series(0.05 + numpy.random.randn(N_TRAIN)*0.01)
  valid_data = pandas.Series(0.05 + numpy.random.randn(N_TRAIN)*0.01)
  
  model = SARIMAX(
      endog=train_data,
      order=(1, 0, 1),              # (p, d, q)
      seasonal_order=(0, 0, 0, 0),  # (P, D, Q, S)
      trend='ct',                   # 'n', 'c', 't', 'ct'
      enforce_stationarity=False,
      enforce_invertibility=False
  )
  
  fitted_model = model.fit(disp=False, maxiter=100, method='powell')
  
  predictions = []
  for target in valid_data:
      prediction = fitted_model.forecast()
      predictions.append(prediction)
      fitted_model.append(endog=target, refit=False)
  </code></pre>
  
  <pre><code>Out:
  ---------------------------------------------------------------------------
  AttributeError                            Traceback (most recent call last)
  &lt;ipython-input-79-9c27f92bfa88&gt; in &lt;module&gt;()
       23     prediction = fitted_model.forecast()
       24     predictions.append(prediction)
  ---&gt; 25     fitted_model.append(endog=target, refit=False)
  
  C:\projects\utilities\anaconda35\lib\site-packages\statsmodels\base\wrapper.py in __getattribute__(self, attr)
       33             pass
       34 
  ---&gt; 35         obj = getattr(results, attr)
       36         data = results.model.data
       37         how = self._wrap_attrs.get(attr)
  
  AttributeError: 'SARIMAXResults' object has no attribute 'append'
  </code></pre>