title: statsmodels arma(1,0) does not match AR(1)
body: <p>Can anyone explain why the ARMA(1,0) model does not match an AR fit with maxlags=1? What are these models doing differently?     </p>
  
  <pre><code>a = [ 6.12970357,  6.13318109,  6.12992128,  6.1273058 ,  6.12839643,
              6.12424563,  6.11080196,  6.10680013,  6.0860927 ,  6.07901746,
              6.0872292 ,  6.08381584,  6.08107671,  6.08881808,  6.06819407,
              6.06471499,  6.0537349 ,  6.05255967,  6.04334514,  6.03572065]
  
  
  ar1model = ar_model.AR(a).fit(maxlag=1)
  ar1model.params
  </code></pre>
  
  <p>array([-0.09735684,  1.01516508])</p>
  
  <pre><code>model10=ARMA(a, (1,0)).fit()
  model10.params
  </code></pre>
  
  <p>array([ 6.08423432,  0.97711525])</p>