Strange behavior while importing statsmodels.tsa.arima_model.ARIMA #4277

@kkalavantavanich

Description

Hi, I am experiencing some strange behavior with model = statsmodels.tsa.arima_model.ARIMA . I am using statsmodels 0.8.0 with Python 2.7.14 on IPython 5.5.0 .

How to replicate :

>> import statsmodels as sm
>> model = sm.tsa.arima_model.ARIMA
AttributeError: 'module' object has no attribute 'tsa'
>> import statsmodels.api as sm
FutureWarning: The pandas.core.datetools module is deprecated and will be removed in a future version. Please use the pandas.tseries module instead.
>> model = sm.tsa.arima_model.ARIMA
AttributeError: 'module' object has no attribute 'arima_model'
>> import statsmodels as sm
>> model = sm.tsa.arima_model.ARIMA  ## works fine now

What is expected:
The import should work in the very first line.

What happened:
To be able to function properly, the import required importing statsmodels.api then overwriting that with importing statsmodels to finally work.