residuals = res.resid
p = res.k_ar
q = res.k_ma
k_exog = res.k_exog
k_trend = res.k_trend
steps = 1
_arma_predict_out_of_sample(params, steps, residuals, p, q, k_trend, k_exog,
    endog=y, exog=None, start=len(y))
ARMA out-of-sample prediction with statsmodels