No availability of maxiter in fit method of ARIMA in v0.13

[AlanFeder]

Describe the bug

I am trying to run ARIMA, and I am getting an error with converging MLE:

from statsmodels.tsa.arima.model import ARIMA
ARIMA(my_data, order = (2, 1, 2), trend='t').fit()

/opt/conda/lib/python3.7/site-packages/statsmodels/base/model.py:606: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  ConvergenceWarning)

When I check mle_retvals, I see the following output:

{'fopt': 0.9687220792725459,
 'gopt': array([-3.33757721e-04, -2.34923891e-04, -1.27820476e-04, -4.22976099e-06,
        -6.21658280e-07, -4.79204676e-04]),
 'fcalls': 525,
 'warnflag': 1,
 'converged': False,
 'iterations': 50}

Looking around the internet, I see that in previous versions of statsmodels, I could just add the following argument into "fit": .fit(maxiter=200). However, when I try running that now, I get the following error:

TypeError: fit() got an unexpected keyword argument 'maxiter'

Is there a way to change the maximum number of iterations that I am missing?

Thank you,

Output of import statsmodels.api as sm; sm.show_versions()

[paste the output of import statsmodels.api as sm; sm.show_versions() here below this line]
INSTALLED VERSIONS

Python: 3.7.10.final.0
OS: Linux 4.14.262-200.489.amzn2.x86_64 #1 SMP Fri Feb 4 20:34:30 UTC 2022 x86_64
byteorder: little
LC_ALL: C.UTF-8
LANG: C.UTF-8

statsmodels

Installed: 0.13.2 (/opt/conda/lib/python3.7/site-packages/statsmodels)

Required Dependencies

cython: 0.29.15 (/opt/conda/lib/python3.7/site-packages/Cython)
numpy: 1.21.4 (/root/.local/lib/python3.7/site-packages/numpy)
scipy: 1.7.3 (/root/.local/lib/python3.7/site-packages/scipy)
pandas: 1.3.5 (/opt/conda/lib/python3.7/site-packages/pandas)
dateutil: 2.8.1 (/opt/conda/lib/python3.7/site-packages/dateutil)
patsy: 0.5.2 (/opt/conda/lib/python3.7/site-packages/patsy)

Optional Dependencies

matplotlib: 3.1.3 (/opt/conda/lib/python3.7/site-packages/matplotlib)
backend: module://ipykernel.pylab.backend_inline
cvxopt: Not installed
joblib: 1.0.1 (/root/.local/lib/python3.7/site-packages/joblib)

Developer Tools

IPython: 7.12.0 (/opt/conda/lib/python3.7/site-packages/IPython)
jinja2: 3.0.3 (/opt/conda/lib/python3.7/site-packages/jinja2)
sphinx: 2.4.0 (/opt/conda/lib/python3.7/site-packages/sphinx)
pygments: 2.5.2 (/opt/conda/lib/python3.7/site-packages/pygments)
pytest: 5.3.5 (/opt/conda/lib/python3.7/site-packages/pytest)
virtualenv: Not installed

Thank you

[bashtage]

Use SARIMAX, which supports maxiter. ARIMA does not accept the full set of optimization parameters since these only make sense for some of the available estimators.

Closing as answered.