Training and test split for time series analysis
Your code looks incomplete but you can definitely try the following to split your dataset- 

X_train, X_test, y_train, y_test = train_test_split(dataset, 
                                                    y,
                                                    test_size=0.3, 
                                                    shuffle=False)


Note: y will be a series object for your dependent variable. 

Because of this reason, using train_test_split with shuffle=True is not a good practice and should strictly be avoided. 

Alternately, for time series you can use TimeSeriesSplit() and look for the implementation here.