fit2 = sm.tsa.ARIMA(df, (0, 0, 0), exog=exogx).fit()
pred = fit2.forecast(steps=4)
fcst_index = pd.date_range(start=df.shift(1, '10T').index[-1], periods=4,
    freq='10T')
fcst_serie = pd.Series(data=pred1[0], index=fcst_index)
print(fcst_serie)
Python ARIMA exogenous variable out of sample