old_contents: __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
  
new_contents: __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
  
subject: Add ETSModel to api