According to Wikipedia:
“The name “Arkansas” derives from the same root as the name for the state of Kansas. The Kansas tribe of Native Americans are closely associated with the Sioux tribes of the Great Plains. The word “Arkansas” itself is a French pronunciation (“Arcansas”) of a Quapaw (a related “Kaw” tribe) word “akakaze” meaning “land of downriver people” or the Sioux word “Akakaze” meaning “people of the south wind”. The pronunciation of Arkansas was made official by an act of the state legislature in 1881, after a dispute between the two U.S. Senators from Arkansas. One wanted to pronounce the name /ɑrˈkænzəs/ ar-KAN-zəs and the other wanted /ˈɑrkənsɔː/ AR-kən-saw.[5]
In 2007, the state legislature officially declared the possessive form of the state’s name to be Arkansas’s.[6]”
I think it would be a good idea, anyway, just to differentiate the names. You might confuse someone saying “Arkansas” as thinking they’re saying “Our Kansas.”