import sqlite3

with sqlite3.connect('test3.db') as conn:
    conn.execute("PRAGMA encoding = 'UTF-16'")
    c = conn.cursor()
    c.execute("PRAGMA encoding")
    print("Initial", c.fetchall())
    conn.commit()

with sqlite3.connect('test3.db') as conn:
    c = conn.cursor()
    c.execute("PRAGMA encoding")
    print("Encoding", c.fetchall())
    print("After trying to change to UTF-8")
    c.execute("PRAGMA encoding = 'UTF-8'")
    conn.commit()

    c.execute("PRAGMA encoding")
    print("Encoding", c.fetchall())