Fix SARIMAX bug

[Ama16]

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

#583

Closing issues

Closes #583.

[github-actions]

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[martins0n]

We should add changes to changelog

[martins0n]

Can we add minimal asserts - for length for example?

[codecov-commenter]

Codecov Report

Merging #637 (c68fc34) into master (76d1e99) will increase coverage by 0.00%.
The diff coverage is 100.00%.

@@           Coverage Diff           @@
##           master     #637   +/-   ##
=======================================
  Coverage   84.29%   84.29%           
=======================================
  Files         118      118           
  Lines        6245     6247    +2     
=======================================
+ Hits         5264     5266    +2     
  Misses        981      981           

Impacted Files	Coverage Δ
etna/models/sarimax.py	94.11% <100.00%> (+0.10%)	⬆️

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