updated SARMA and custom statespace notebooks to ensure they run after latest changes made to state space and updated SARIMAX sigma shape specification to be consistent with statespace structural

Author: Dekermanjian

notebooks/Making a Custom Statespace Model.ipynb

@@ -293,11 +293,11 @@ def param_info(self) -> dict[str, dict[str, Any]]:
                 "constraints": "Positive Semi-definite",
             },
             "sigma_obs": {
-                "shape": None if self.k_endog == 1 else (self.k_endog,),
+                "shape": () if self.k_endog == 1 else (self.k_endog,),
                 "constraints": "Positive",
             },
             "sigma_state": {
-                "shape": None if self.k_posdef == 1 else (self.k_posdef,),
+                "shape": () if self.k_posdef == 1 else (self.k_posdef,),
                 "constraints": "Positive",
             },
             "ar_params": {