title: ARIMA Python - predict function does not take date as input
body: <p>I have a time series input data where the time is irregular as below: data_series_final is the data series </p>
  
  <pre><code>Price      Date
  9654    28.04.2013
  10040   01.01.2014
  10381   01.01.2017
  10040   04.07.2016
  11011   02.04.2018
  10381   05.01.2018
  10849   05.02.2018
  11011   05.03.2018
  11602   07.05.2018
  </code></pre>
  
  <p>Case 1: I did not regularize the intervals and went on to stationarize the data using log and difference method</p>
  
  <pre><code>ds_log = np.log(data_series_final)
  data_diff_log = ds_log.diff(periods=1)
  data_diff_log =  data_diff_log.dropna()
  
  data_diff_log_train = data_diff_log[0:5]
  data_diff_log_test = data_diff_log[5:]
  </code></pre>
  
  <p>The data was pretty stationary and the training model followed the ARIMA fitted model. But when I ran the predict function on ARIMA, and passed in the dates as input parameter, I got the following error:</p>
  
  <pre><code>model_arima = ARIMA(data_diff_log_train, order=(0,0,2))
  model_arima_fit = model_arima.fit()
  predict_arima=[]
  predict_arima = model_arima_fit.forecast(steps=2)[0]
  
  predictions = model_arima_fit.predict(start='2020-01-01', end='2021-01-01')
  </code></pre>
  
  <p>KeyError: '2020-01-01'
    TypeError: an integer is required</p>
  
  <p>KeyError: 'The <code>start</code> argument could not be matched to a location related   to   the index of the data.'</p>
  
  <p>Case 2: I tried to regularize the time interval by padding the data, </p>
  
  <pre><code>#
  #Upsampling and Interpolating data 
  
  data_upsampled = data_series_final.resample('D', convention='start').asfreq()
  data_upsampled = upsampled.interpolate(method='linear')
  #data_upsampled = data_series_final.resample('D', fill_method = 'ffill')
  </code></pre>
  
  <p>But i could not stationarize the data as there were peaks in values. Also i got the same error as mentioned above and was not able to send in datetime as parameter.</p>
  
  <p>Can someone please help?</p>