Save search steps and metrics output on auto_arima

[ferdcoz]

Is your feature request related to a problem? Please describe.

It would be nice to be able to save auto_arima output in a list or dataframe. Currently it's only returning the list of all fitted models, but the metrics values are missing. Hence it's not possible to programatically select the best one or the top 3.

Describe the solution you'd like

Add a parameter that if 'True' to get results in a list/df.

Describe alternatives you've considered

Maybe it will be possible to modify 'return_valid_fits' so it also returns the metrics values.

Additional Context

No response