MAINT: fix non-working example ex_pandas

[jbrockmendel]

A couple of usages were out of date:

• an incorrect frequency passed to VAR raised, so this now passes the correct frequency.
• order was passed to ARMA.fit instead of to the ARMA constructor, which raises, so this passes it in the up-to-date signature.

A couple of things were commented out, and one docstring'd-out traceback for things that used to fail or not exist. These are now printed like everything else as they now work.

[jbrockmendel]

Closes #5690

[coveralls]

Coverage decreased (-0.03%) to 84.726% when pulling 442b864 on jbrockmendel:exescapes4 into 37e3fe8 on statsmodels:master.

[codecov]

Codecov Report

Merging #5717 into master will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master    #5717   +/-   ##
=======================================
  Coverage   82.22%   82.22%           
=======================================
  Files         593      593           
  Lines       93717    93717           
  Branches    10353    10353           
=======================================
  Hits        77059    77059           
  Misses      14257    14257           
  Partials     2401     2401

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[codecov]

Codecov Report

Merging #5717 into master will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master    #5717   +/-   ##
=======================================
  Coverage   82.22%   82.22%           
=======================================
  Files         593      593           
  Lines       93717    93717           
  Branches    10353    10353           
=======================================
  Hits        77059    77059           
  Misses      14257    14257           
  Partials     2401     2401

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update 37e3fe8...442b864. Read the comment docs.

[bashtage]

Thanks