import statsmodels.api as sm

# 時系列データを読み込み（Excelの名前範囲:tblIIP）
data = xl("tblIIP[#すべて]", headers=True)
# データ系列の列名がIndex
series = data['Index']

# SARIMAモデルを構築:12か月周期
# orderはp,d,q、seasonal_orderはP,D,Q,周期
model = sm.tsa.statespace.SARIMAX(series, order=(0, 1, 0), seasonal_order=(0, 1, 1, 12))
results = model.fit()

# 予測
forecast = results.forecast(steps=1)
forecast

class statsmodels.tsa.statespace.sarimax.SARIMAX(
endog,
exog=None,
order=(1, 0, 0),
seasonal_order=(0, 0, 0, 0),
trend=None,
measurement_error=False,
time_varying_regression=False,
mle_regression=True,
simple_differencing=False,
enforce_stationarity=True,
enforce_invertibility=True,
hamilton_representation=False,
concentrate_scale=False,
trend_offset=1,
use_exact_diffuse=False,
dates=None,
freq=None,
missing='none',
validate_specification=True,
**kwargs)