Covariance matrix calculated using the outer product of gradients (complex-step).

Class to hold results from fitting an SARIMAX model.

Parameters
----------
model : SARIMAX instance
    The fitted model instance

Attributes
specification : dictionary
    Dictionary including all attributes from the SARIMAX model instance.
polynomial_ar : ndarray
    Array containing autoregressive lag polynomial coefficients,
    ordered from lowest degree to highest. Initialized with ones, unless
    a coefficient is constrained to be zero (in which case it is zero).
polynomial_ma : ndarray
    Array containing moving average lag polynomial coefficients,
polynomial_seasonal_ar : ndarray
    Array containing seasonal autoregressive lag polynomial coefficients,
polynomial_seasonal_ma : ndarray
    Array containing seasonal moving average lag polynomial coefficients,
polynomial_trend : ndarray
    Array containing trend polynomial coefficients, ordered from lowest
    degree to highest. Initialized with ones, unless a coefficient is
    constrained to be zero (in which case it is zero).
model_orders : list of int
    The orders of each of the polynomials in the model.
param_terms : list of str
    List of parameters actually included in the model, in sorted order.

See Also
--------
statsmodels.tsa.statespace.kalman_filter.FilterResults
statsmodels.tsa.statespace.mlemodel.MLEResults