Prueba de importación de TSA
>>> import statsmodels.api as sm
>>> from statsmodels.tsa.stattools import grangercausalitytests
>>> import numpy as np
>>> data = sm.datasets.macrodata.load_pandas()
>>> data = data.data[["realgdp", "realcons"]].pct_change().dropna()
Jaime Rivas Dantart