Change the way SARIMAXModel works with regressors

[alex-hse-repository]

IMPORTANT: Please do not create a Pull Request without creating an issue first.

Before submitting (must do checklist)

• Did you read the contribution guide?
• Did you update the docs? We use Numpy format for all the methods and classes.
• Did you write any new necessary tests?
• Did you update the CHANGELOG?

Type of Change

• Examples / docs / tutorials / contributors update
• Bug fix (non-breaking change which fixes an issue)
• Improvement (non-breaking change which improves an existing feature)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Proposed Changes

Related Issue

Closing issues

closes #330

[codecov-commenter]

Codecov Report

❗ No coverage uploaded for pull request base (breaking_change/regressors@4130531). Click here to learn what that means.
The diff coverage is n/a.

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  Hits                                  ?     4132           
  Misses                                ?      591           
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