SARIMAX with seasonality greater than one year
From the documentation of statsmodels:

s is an integer giving the periodicity (number of periods in season), often it is 4 for quarterly data or 12 for monthly data. Default is no seasonal effect.

So it depends on how you have your data recorded, if each entry is a year, your seasonality would be 4, however if you have monthly data, then it would be 36.