title: ARMA out-of-sample prediction with statsmodels
body: <p>I'm using statsmodels to fit a ARMA model. </p>
  
  <pre><code>import statsmodels.api as sm
  arma    = sm.tsa.ARMA(data, order =(4,4));
  results = arma.fit( full_output=False, disp=0);
  </code></pre>
  
  <p>Where <code>data</code> is a one-dimensional array. I know to get in-sample predictions:</p>
  
  <pre><code>pred = results.predict();
  </code></pre>
  
  <p>Now, given a second data set <code>data2</code>, how can I use the previously calibrated model to generate a series with forecasts (predictions) based in this observations?</p>