<commit_before>__all__ = ['AR', 'arima', 'AutoReg', 'ARMA', 'ARIMA',
           'var', 'VAR', 'VECM', 'SVAR',
           'filters',
           'innovations',
           'tsatools',
           'add_trend', 'detrend', 'lagmat', 'lagmat2ds', 'add_lag',
           'interp',
           'stattools',
           'acovf', 'acf', 'pacf', 'pacf_yw', 'pacf_ols', 'ccovf', 'ccf',
           'q_stat', 'coint', 'arma_order_select_ic',
           'adfuller', 'kpss', 'bds',
           'datetools',
           'seasonal_decompose',
           'graphics',
           'x13_arima_select_order', 'x13_arima_analysis',
           'statespace',
           'SARIMAX', 'UnobservedComponents', 'VARMAX', 'DynamicFactor',
           'DynamicFactorMQ', 'MarkovRegression', 'MarkovAutoregression',
           'ExponentialSmoothing', 'SimpleExpSmoothing', 'Holt',
           'arma_generate_sample', 'ArmaProcess', 'STL', 'STLForecast',
           'bk_filter', 'cf_filter', 'hp_filter']

from .ar_model import AR, AutoReg
from .arima import api as arima
from .arima_model import ARMA, ARIMA
from . import vector_ar as var
from .arima_process import arma_generate_sample, ArmaProcess
from .vector_ar.var_model import VAR
from .vector_ar.vecm import VECM
from .vector_ar.svar_model import SVAR
from .filters import api as filters
from . import tsatools
from .tsatools import (add_trend, detrend, lagmat, lagmat2ds, add_lag)
from . import interp
from . import stattools
from .stattools import (
    acovf, acf, pacf, pacf_yw, pacf_ols, ccovf, ccf,
    q_stat, coint, arma_order_select_ic,
    adfuller, kpss, bds)
from .base import datetools
from .seasonal import seasonal_decompose
from ..graphics import tsaplots as graphics
from .x13 import x13_arima_select_order
from .x13 import x13_arima_analysis
from .statespace import api as statespace
from .statespace.sarimax import SARIMAX
from .statespace.structural import UnobservedComponents
from .statespace.varmax import VARMAX
from .statespace.dynamic_factor import DynamicFactor
from .statespace.dynamic_factor_mq import DynamicFactorMQ
from .regime_switching.markov_regression import MarkovRegression
from .regime_switching.markov_autoregression import MarkovAutoregression
from .holtwinters import ExponentialSmoothing, SimpleExpSmoothing, Holt
from .innovations import api as innovations
from .seasonal import STL
from .forecasting.stl import STLForecast
from .filters import bk_filter, cf_filter, hp_filter
<commit_msg>ENH: Add ETSModel to api<commit_after>__all__ = ['AR', 'arima', 'AutoReg', 'ARMA', 'ARIMA',
           'var', 'VAR', 'VECM', 'SVAR',
           'filters',
           'innovations',
           'tsatools',
           'add_trend', 'detrend', 'lagmat', 'lagmat2ds', 'add_lag',
           'interp',
           'stattools',
           'acovf', 'acf', 'pacf', 'pacf_yw', 'pacf_ols', 'ccovf', 'ccf',
           'q_stat', 'coint', 'arma_order_select_ic',
           'adfuller', 'kpss', 'bds',
           'datetools',
           'seasonal_decompose',
           'graphics',
           'x13_arima_select_order', 'x13_arima_analysis',
           'statespace',
           'SARIMAX', 'UnobservedComponents', 'VARMAX', 'DynamicFactor',
           'DynamicFactorMQ', 'MarkovRegression', 'MarkovAutoregression',
           'ETSModel', 'ExponentialSmoothing', 'SimpleExpSmoothing', 'Holt',
           'arma_generate_sample', 'ArmaProcess', 'STL', 'STLForecast',
           'bk_filter', 'cf_filter', 'hp_filter']

from .ar_model import AR, AutoReg
from .arima import api as arima
from .arima_model import ARMA, ARIMA
from . import vector_ar as var
from .arima_process import arma_generate_sample, ArmaProcess
from .vector_ar.var_model import VAR
from .vector_ar.vecm import VECM
from .vector_ar.svar_model import SVAR
from .filters import api as filters
from . import tsatools
from .tsatools import (add_trend, detrend, lagmat, lagmat2ds, add_lag)
from . import interp
from . import stattools
from .stattools import (
    acovf, acf, pacf, pacf_yw, pacf_ols, ccovf, ccf,
    q_stat, coint, arma_order_select_ic,
    adfuller, kpss, bds)
from .base import datetools
from .seasonal import seasonal_decompose
from ..graphics import tsaplots as graphics
from .x13 import x13_arima_select_order
from .x13 import x13_arima_analysis
from .statespace import api as statespace
from .statespace.sarimax import SARIMAX
from .statespace.structural import UnobservedComponents
from .statespace.varmax import VARMAX
from .statespace.dynamic_factor import DynamicFactor
from .statespace.dynamic_factor_mq import DynamicFactorMQ
from .regime_switching.markov_regression import MarkovRegression
from .regime_switching.markov_autoregression import MarkovAutoregression
from .exponential_smoothing.ets import ETSModel
from .holtwinters import ExponentialSmoothing, SimpleExpSmoothing, Holt
from .innovations import api as innovations
from .seasonal import STL
from .forecasting.stl import STLForecast
from .filters import bk_filter, cf_filter, hp_filter

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