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I am reading through the documentation of statsmodel package in python from the link

The (p,q) order of the model for the number of AR parameters, differences, and MA parameters to use.

How do I specify the order for ARMA(2,5); ARIMA(2,1,4), AR(2) and MA(6)? I am not able to figure from the document explanation.

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For ARIMA(2,1,4) you would need to use the ARIMA model, as described here.

You would call with something like this

ARIMA(endog, order = (2, 1, 4))

where endog is your endogenous variable and the tuple given for order follows the convention AR, Differencing, MA.

For ARMA(1, 1) you could just use ARMA(endog, order = (1, 1)).

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