Is endog_index_ attribute of a model intended to update?

[pmgh2345]

Describe the question you have

When a model is fitted, its endog_index_ attribute becomes available as a DatetimeIndex containing the indexes for all the observations upon which the model was trained. However, when this model is then updated with new observations, even though its other attributes will update (for example, arparams() will return updated values), endog_index_ will still only have the original indexes upon which the model that was trained, and none of the indexes of the new data upon which update() was called.

Is this the intended behavior? If not, I will create a bug report.

Versions (if necessary)

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