ARMA/ARIMA on energy forecasts timeseries: strange prediction
I'm not an expert on time series, but I have a general advice: may I suggest you to try other packages (and various parameters) to see, if there are any differences in results.

Also, unless you have to use Python, I'd recommend to take a look at the R's extensive ecosystem for time series analysis: see http://www.statmethods.net/advstats/timeseries.html and http://cran.r-project.org/web/views/TimeSeries.html.

In particular, you may want to check the standard stats package (including functions arima() and arima0), as well as some other packages: FitARMA (http://cran.r-project.org/web/packages/FitARMA), forecast (http://cran.r-project.org/web/packages/forecast) and education-focused fArma (cran.r-project.org/web/packages/fArma), to mention just a few. I hope this is helpful.