Is your feature request related to a problem? Please describe.
check_stats() in time series module does not return all settings

Describe the solution you'd like
For example, Ljung-Box test returns the K value used but not the alpha. Convert the index based data frame to a column based dataframe with a dictionary for the settings. This will allow the ability to store as many settings as needed.

Describe alternatives you've considered
None

Additional context
Make it similar to cv_results_ from sklearn (Link)