How can i create theoretical SARIMA model in python? For instance i want to have not seasonal parameters (1, 0, 0) and seasonal parameters (1, 1, 1) with m = 12 and parameters for AR 1.14 for Seasonal AR 0.85 and Seasonal MA 2.2. I dont want to use any data in this case, but the function SARIMAX from statsmodels.tsa.statespace.sarimax requires the data - endog, such as any other function i was able to find. I am aiming to create a theoretical model with known parameters, estimate all of this parameters and make a forecast for this model. Is there any options?
Here is the code i tried to generate theoretical SARIMA with
import numpy as np
import matplotlib.pyplot as plt
from statsmodels.tsa.statespace.sarimax import SARIMAX
order = (1, 0, 0)
seasonal_order = (1, 1, 1, 12)
np.random.seed(0)
n = 100
simulated = np.random.normal(0, 10, 100)
model = SARIMAX(simulated, order=order, seasonal_order=seasonal_order)
model_fit = model.fit()
model_fit.summary()
