title: ValueWarning: No frequency information was provided, so inferred frequency MS will be used
body: <p>I try to fit Autoregression by sm.tsa.statespace.SARIMAX. But I meet a warning, then I want to set frequency information for this model.
  Who used to meet it, can you help me ?</p>
  
  <pre><code>fit1 = sm.tsa.statespace.SARIMAX(train.Demand, order=(1, 0, 0), 
                              enforce_stationarity=False,
                              enforce_invertibility=False).fit()
  y_hat['AR'] = fit1.predict(start="1975-01-01", end="1975-12-01", dynamic=True)
  plt.figure(figsize=(16,8))
  plt.plot( train['Demand'], label='Train')
  plt.plot(test['Demand'], label='Test')
  plt.plot(y_hat_avg['AR'], label='AR')
  plt.legend(loc='best')
  plt.show()
  
  C:\Users\thach.le\Anaconda3\lib\site-packages\statsmodels-0.8.0-py3.6-win- 
  amd64.egg\statsmodels\tsa\base\tsa_model.py:165: ValueWarning: No frequency 
  information was provided, so inferred frequency MS will be used.
  % freq, ValueWarning)
  </code></pre>
  
  <p>Thanks</p>