title: How to fix 'Cannot convert input to Timestamp' ARIMA.predict
body: <p>I need to check ARIMA model by checking its r2 score. So i need to do ARIMA.predict, but here is an error: </p>
  
  <blockquote>
    <p>TypeError: Cannot convert input [DatetimeIndex(['2014-08-10 06:00:00', '2014-05-05 16:00:00',
                  '2014-04-28 20:00:00', '2014-03-27 21:00:00',
                  '2012-08-26 09:00:00', '2012-09-29 08:00:00',
                  '2013-02-15 03:00:00', '2013-02-28 09:00:00',
                  '2014-06-27 06:00:00', '2014-01-18 11:00:00',
                  ...
                  '2013-11-10 22:00:00', '2013-03-18 21:00:00',
                  '2013-09-09 00:00:00', '2013-06-08 21:00:00',
                  '2013-11-11 12:00:00', '2014-07-07 05:00:00',
                  '2014-07-27 12:00:00', '2014-06-03 23:00:00',
                  '2012-09-20 12:00:00', '2012-12-18 22:00:00'],
                 dtype='datetime64[ns]', name='Datetime', length=3658, >freq=None)] of type  to >Timestamp</p>
  </blockquote>
  
  <p>Here is my code:</p>
  
  <pre><code>dateparse = lambda dates: pd.datetime.strptime(dates, "%d-%m-%Y %H:%M")
  train=pd.read_csv("D:/Coding/Datasets/train_traffic.csv", parse_dates= 
  ['Datetime'], index_col='Datetime',date_parser=dateparse)
  
  X_train, X_test, y_train, y_test = ms.train_test_split(train.index, 
  train.Count, test_size=0.20, random_state=5)
  
  model = ARIMA(ts_log, order=(2, 1, 0), freq='H')  
  AR = model.fit(disp=-1)
  AR.predict(X_test)
  </code></pre>
  
  <p>Data example and types: In Excel: 25-08-2012 00:00.</p>
  
  <p>pd.read_csv without parametrs: </p>
  
  <pre><code>Out:dtype('O') 
  Out:'25-08-2012 00:00'
  </code></pre>
  
  <p>with parametrs:</p>
  
  <pre><code>dateparse = lambda dates: pd.datetime.strptime(dates, "%d-%m-%Y %H:%M")
  pd.read_csv("D:/Coding/Datasets/train_traffic.csv", parse_dates=['Datetime'], index_col='Datetime',date_parser=dateparse)
  
  Out:dtype('&lt;M8[ns]')
  df.index[0]
  Out:Timestamp('2012-08-25 00:00:00')
  </code></pre>
  
  <p>also i tried</p>
  
  <pre><code>pd.read_csv("D:/Coding/Datasets/train_traffic.csv", index_col='Datetime').index[0]
  
  Out:'25-08-2012 00:00'
  Out:dtype('O')
  </code></pre>
  
  <p>Thank you!</p>