This closes #1146 and #1046.
1. We now check to make sure that we have at least one degree of freedom to estimate the problem. If so, then we try the estimation.
1. Most / all of these estimations will return garbage. We have an extra check that we can estimate stationary initial params. Usually we can't in these cases, so the usual error will be raised here asking to set start_params. This should be enough of a warning to the user that this is "odd." If in the small chance the estimation goes through for a model with 5 observations and 1 degree of freedom, it's on the user then to determine things are no good.
2. We now avoid the problem of maxlag >= nobs happening in the call to AR so this avoids the problem of #1046 that also presented itself as part of #1146.
* origin/maintenance/0.5.x: (1875 commits)
Backport PR #1200: BLD: do not install *.pyx *.c MANIFEST.in
Backport PR #1157: Tst precision master
Backport PR #1149: BUG: Fix small data issues for ARIMA.
Backport PR #1125: REF/BUG: Some GLM cleanup. Used trimmed results in NegativeBinomial variance.
Backport PR #1124: BUG: Fix ARIMA prediction when fit without a trend.
Backport PR #1117: Update ex_arma2.py
Backport PR #1089: ENH: exp(poisson.logpmf()) for poisson better behaved.
Backport PR #1077: BUG: Allow 1d exog in ARMAX forecasting.
Backport PR #1075: BLD: Fix build issue on some versions of easy_install.
Backport PR #1071: Update setup.py to fix broken install on OSX
Backport PR #1057: COMPAT: Fix py3 caching for get_rdatasets.
BUG: fix predict (was refactoring victim)
DOC: Update release notes with maint branch changes.
MAINT: Fix mailmap entry.
BUG: fix warning arguments in GenericLikelihoodModel
MAINT: Add name to .mailmap.
ENH: Pandas Series no longer inherits from ndarray. Closes #1036.
TST: Fixed test for Anaconda on Windows
TST: Make test compatible with pandas 0.7.x
BUG: Fail gracefully when not enough obs given for order.