title: Create a new dataframe with 12 months lag data from an old dataframe
body: <p>I have a df_train as follows:</p>
  <pre><code>             X1  
  01-01-2020 | 1     
  01-02-2020 | 2     
  01-03-2020 | 3      
  01-04-2020 | 4  
  01-05-2020 | 5     
  01-06-2020 | 6     
  01-07-2020 | 7      
  01-08-2020 | 8 
  </code></pre>
  <p>Now I want to build another df with an datetime index</p>
  <p>I will get the datetime index as:</p>
  <pre><code>future_dates = pd.date_range(df_train.index.max(), periods=12, freq='M')
  </code></pre>
  <p>I want to get a new df that will get the same month data from the train_df. If the month data does not exist, it will use the mean of ts_train</p>
  <p>Desired outcome:</p>
  <pre><code>               X1  
    01-09-2020 | 36/8     
    01-10-2020 | 36/8     
    01-11-2020 | 36/8      
    01-12-2020 | 36/8 
    01-01-2020 | 1     
    01-02-2020 | 2     
    01-03-2020 | 3      
    01-04-2020 | 4 
    01-05-2021 | 5     
    01-06-2021 | 6     
    01-07-2021 | 7      
    01-08-2021 | 8  
  </code></pre>