sm.tsa.ARMA(..., order=(p,q)) gives "__init__() got an unexpected keyword argument 'order'" error

[ssstuvz]

Hi, I have just installed statsmodels from macports.
The version is 0.4.3 according to the sm.version.full_version
I was trying to run the example of ARMA from "http://statsmodels.sourceforge.net/devel/examples/generated/ex_arma2.html" and got an error
"init() got an unexpected keyword argument 'order'" when trying to use sm.tsa.ARMA(y, order=(2,2))

[josef-pkt]

The order keyword requires a recent master of statsmodels, this was changed after the release of 0.4.3

The documentation is for devel not for stable
http://statsmodels.sourceforge.net/stable/examples/generated/ex_arma2.html

It's better to install current master, since there were some changes to ARMA, and some bug fixes related to time index handling and forecasting.

[ssstuvz]

Hi Josef, thanks for reply,

Ok, now everything works.
However, INSTALL.txt is still a bit confusing. As discussed in #821 would be nice to add a line about "setup.py build_ext --inplace"