model1=arima_model.ARIMA(CPItrain,order=(1,0,1)).fit()

Warning (from warnings module):
  File "F:\python\lib\site-packages\statsmodels\tsa\base\tsa_model.py", line 225
    ' ignored when e.g. forecasting.', ValueWarning)
ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.