Add statsmodels hook with hidden imports

news/100.new.rst

@@ -0,0 +1 @@
+Added a hook for ``statsmodels``, which adds ``statsmodels.tsa.statespace`` as a hidden import

src/_pyinstaller_hooks_contrib/hooks/stdhooks/hook-statsmodels.tsa.statespace.py

@@ -0,0 +1,16 @@
+# ------------------------------------------------------------------
+# Copyright (c) 2021 PyInstaller Development Team.
+#
+# This file is distributed under the terms of the GNU General Public
+# License (version 2.0 or later).
+#
+# The full license is available in LICENSE.GPL.txt, distributed with
+# this software.
+#
+# SPDX-License-Identifier: GPL-2.0-or-later
+# ------------------------------------------------------------------
+
+from PyInstaller.utils.hooks import collect_submodules
+
+hiddenimports = collect_submodules('statsmodels.tsa.statespace._filters') \
+              + collect_submodules('statsmodels.tsa.statespace._smoothers')

src/_pyinstaller_hooks_contrib/tests/test_libraries.py

@@ -395,6 +395,15 @@ def test_sklearn(pyi_builder, submodule):
         """.format(submodule))
 
 
+@importorskip('statsmodels')
+@pytest.mark.skipif(not is_module_satisfies('statsmodels >= 0.12'),
+                    reason='This has only been tested with statsmodels >= 0.12.')
+def test_statsmodels(pyi_builder):
+    pyi_builder.test_source("""
+        import statsmodels.api as sm
+        """)
+
+
 @importorskip('win32ctypes')
 @pytest.mark.skipif(not is_win, reason='pywin32-ctypes is supported only on Windows')
 @pytest.mark.parametrize('submodule', ['win32api', 'win32cred', 'pywintypes'])