I am trying to use SARIMAX model for TS forecasting. However, I got some kind of error i dont know how to handle. My code is simple: import statsmodels.api as sm fit = sm.tsa.statespace.SARIMAX(train).fit() sarima = fit.forecast() train data looks like y ds 2015-01-07 1 2015-01-14 64 2015-01-21 16 2015-01-28 50 2015-02-04 7 I got the error /usr/local/lib/python3.6/dist-packages/statsmodels/tsa/base/datetools.py in _date_from_idx(d1, idx, freq) 84 offset. For now, this needs to be taken care of before you get here. 85 """ ---> 86 return _maybe_convert_period(d1) + int(idx) * _freq_to_pandas[freq] 87 88 TypeError: unsupported operand type(s) for *: 'int' and 'NoneType' Any ideas what I am doing wrong? Continue reading...