text: Title: I wrote a customized state space class but could not figure out the error. Please help.
  Body: Statsmodels - 0.14.0.dev535
  @ChadFulton Could you please help me with this error? Thanks!
  
  ```
  ValueError                                Traceback (most recent call last)
  ~\AppData\Local\Temp/ipykernel_46580/847275192.py in <module>
  ----> 1 two_factor_fit = two_factor_mod.fit()
  
  ~\Anaconda3\envs\new_base\lib\site-packages\statsmodels\tsa\statespace\mlemodel.py in fit(self, start_params, transformed, includes_fixed, cov_type, cov_kwds, method, maxiter, full_output, disp, callback, return_params, optim_score, optim_complex_step, optim_hessian, flags, low_memory, **kwargs)
      726             else:
      727                 func = self.smooth
  --> 728             res = func(mlefit.params, transformed=False, includes_fixed=False,
      729                        cov_type=cov_type, cov_kwds=cov_kwds)
      730 
  
  ~\Anaconda3\envs\new_base\lib\site-packages\statsmodels\tsa\statespace\mlemodel.py in smooth(self, params, transformed, includes_fixed, complex_step, cov_type, cov_kwds, return_ssm, results_class, results_wrapper_class, **kwargs)
      887 
      888         # Wrap in a results object
  --> 889         return self._wrap_results(params, result, return_ssm, cov_type,
      890                                   cov_kwds, results_class,
      891                                   results_wrapper_class)
  
  ~\Anaconda3\envs\new_base\lib\site-packages\statsmodels\tsa\statespace\mlemodel.py in _wrap_results(self, params, result, return_raw, cov_type, cov_kwds, results_class, wrapper_class)
      786                 wrapper_class = self._res_classes['fit'][1]
      787 
  --> 788             res = results_class(self, params, result, **result_kwargs)
      789             result = wrapper_class(res)
      790         return result
  
  ~\Anaconda3\envs\new_base\lib\site-packages\statsmodels\tsa\statespace\mlemodel.py in __init__(self, model, params, results, cov_type, cov_kwds, **kwargs)
     2316         self.param_names = [
     2317             '%s (fixed)' % name if name in self.fixed_params else name
  -> 2318             for name in (self.data.param_names or [])]
     2319 
     2320         # Save the state space representation output
  
  ~\Anaconda3\envs\new_base\lib\site-packages\statsmodels\base\data.py in param_names(self)
      354     def param_names(self):
      355         # for handling names of 'extra' parameters in summary, etc.
  --> 356         return self._param_names or self.xnames
      357 
      358     @param_names.setter
  
  ValueError: The truth value of an array with more than one element is ambiguous. Use a.any() or a.all() 
  ```