Python Statsmodels Trouble Getting Fitted Model Parameters

I'm using an AR model to fit my data and I think that I have done that successfully, but now I want to actually see what the fitted model parameters are and I am running into some

Solution 1:

I am unable to reproduce this with current master.

import statsmodels.api as sm
from pandas.util import testing
df = testing.makeTimeDataFrame()
mod = sm.tsa.AR(df['A'])
res = mod.fit(maxlags=10, ic='bic')
res.params