Prediction using Support Vector (SV) method

Dear Friends,

I came to know that using SVM method we can predict the future value more accurately than other normal methods (like ARIMA). My question is how do we give the future index value (let's say 101 when we have 100 values in a time series) so that we can get the predicted value for the given index value.

Should we include our future Time series index value (101) in the test data after training the model?

I never used this kind of method before so my question might need more clarity. Please let me know if the question clear.