ARMA is your code, and it's up to you.

I've just seen many refactoring victims, especially also in my sandbox code, where I didn't write a unit test because I didn't find a verifying example, and I didn't want to add a regression test.
In HuberScale I was investigating also the previous refactoring from the mad/std_mad change.

It's often unrelated refactoring that causes problems, not when we consciously change one part, and associated unit tests. For example any change in default start_params in ARMA might change the behavior of this function (try except). But it might raise an exception and then the smoke test is enough.