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Use this tag for an on-topic question that (a) involves statsmodels either as a critical part of the question or expected answer, and (b) is not *just* about how to use statsmodels, Python or coding. Do not use this tag for general statistical modeling questions.

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Unexpected fittedvalues using statsmodels SARIMAX [duplicate]

I have noticed that SARIMAX model in statsmodels does not produce the expected (correct) fittedvalues when the model is specified as an ARMA. …