# load pmdarima
import pmdarima
#automatically fit the optimal ARIMA model for given time series
arima_model_fitted = pmdarima.auto_arima(X)
# one-step out-of sample forecast
forecast = arima_model.predict(n_periods=1)[0]

# load statsmodels
import statsmodels.tsa.arima_model stm
# fit ARIMA model
model = stm.ARIMA(X, order=(3,1,2))
model_fit = model.fit()
# one-step out-of sample forecast
forecast = model_fit.forecast()[0]