ModuleNotFoundError: No module named 'statsmodels'

That is odd since you don’t think you changed anything. On the chance you aren’t using pip in same environment…
If you use conda at all, try running the following a new cell inside your notebook where you specifically want to import:

%conda install statsmodels

If you aren’t using conda at all, try running the following a new cell inside your notebook where you want to import:

%pip install statsmodels

Restart your kernel after either of those steps and try your import again.