Repository: statsmodels/statsmodels

Issue:
Test failures due to missing CSV files in install
#### Describe the bug

The following tests fail for us in 0.14.0:

```
ERROR statsmodels/tsa/stl/tests/test_stl.py - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_stl.py - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_stl.py - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_stl.py - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_stl.py - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_stl.py - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_stl.py - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_stl.py - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_stl.py - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_stl.py - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_stl.py - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_stl.py - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_return_pandas_series_when_input_pandas_and_len_periods_one - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_seasonal_is_datafame_when_input_pandas_and_multiple_periods - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_number_of_seasonal_components[data-3-None-1] - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_number_of_seasonal_components[data-periods1-None-2] - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_number_of_seasonal_components[data-periods2-None-2] - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_fit_with_box_cox[data-0.1] - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_fit_with_box_cox[data-1] - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_fit_with_box_cox[data--3.0] - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_fit_with_box_cox[data-auto] - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_auto_fit_with_box_cox - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_stl_kwargs_smoke - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_plot - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_output_similar_to_R_implementation - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_output_invariant_to_period_order[data-periods_ordered0-windows_ordered0-periods_not_ordered0-windows_not_ordered0] - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_output_invariant_to_period_order[data-periods_ordered1-windows_ordered1-periods_not_ordered1-windows_not_ordered1] - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
ERROR statsmodels/tsa/stl/tests/test_mstl.py::test_output_invariant_to_period_order[data-periods_ordered2-None-periods_not_ordered2-None] - FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python...
```

FWICS all of them are related to two missing `.csv` files in install tree that the tests expect:

```
E   FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python3_10/install/usr/lib/python3.10/site-packages/statsmodels/tsa/stl/tests/results/stl_test_results.csv'
E               FileNotFoundError: [Errno 2] No such file or directory: '/tmp/portage/dev-python/statsmodels-0.14.0/work/statsmodels-0.14.0-python3_10/install/usr/lib/python3.10/site-packages/statsmodels/tsa/stl/tests/results/mstl_elec_vic.csv'
```

FWICS both are present in the source directory, so I guess they're missing from `ADDITIONAL_PACKAGE_DATA`.

#### Output of ``import statsmodels.api as sm; sm.show_versions()``

<details>
INSTALLED VERSIONS
------------------
Python: 3.10.11.final.0
OS: Linux 6.2.14-gentoo-dist #1 SMP PREEMPT_DYNAMIC Mon May  1 15:03:02 -00 2023 x86_64
byteorder: little
LC_ALL: None
LANG: C.UTF8

statsmodels
===========

Installed: 0.14.0 (/usr/lib/python3.10/site-packages/statsmodels)

Required Dependencies
=====================

cython: 0.29.34 (/usr/lib/python3.10/site-packages/Cython)
numpy: 1.24.3 (/usr/lib/python3.10/site-packages/numpy)
scipy: 1.10.1 (/usr/lib/python3.10/site-packages/scipy)
pandas: 2.0.1 (/usr/lib/python3.10/site-packages/pandas)
    dateutil: 2.8.2 (/usr/lib/python3.10/site-packages/dateutil)
patsy: 0.5.3 (/usr/lib/python3.10/site-packages/patsy)

Optional Dependencies
=====================

matplotlib: 3.7.1 (/usr/lib/python3.10/site-packages/matplotlib)
    backend: agg 
cvxopt: Not installed
joblib: 1.1.0 (/usr/lib/python3.10/site-packages/joblib)

Developer Tools
================

IPython: 8.13.2 (/usr/lib/python3.10/site-packages/IPython)
    jinja2: 3.1.2 (/usr/lib/python3.10/site-packages/jinja2)
sphinx: 6.2.1 (/usr/lib/python3.10/site-packages/sphinx)
    pygments: 2.15.1 (/usr/lib/python3.10/site-packages/pygments)
pytest: 7.3.1 (/usr/lib/python3.10/site-packages/pytest)
virtualenv: 20.23.0 (/usr/lib/python3.10/site-packages/virtualenv)

</details>



Discussion:

Resolving patch:
diff --git a/setup.py b/setup.py
--- a/setup.py
+++ b/setup.py
@@ -126,6 +126,7 @@
     "statsmodels.datasets.tests": ["*.zip"],
     "statsmodels.iolib.tests.results": ["*.dta"],
     "statsmodels.stats.tests.results": ["*.json"],
+    "statsmodels.tsa.stl.tests.results": ["*.csv"],
     "statsmodels.tsa.vector_ar.tests.results": ["*.npz", "*.dat"],
     "statsmodels.stats.tests": ["*.txt"],
     "statsmodels.stats.libqsturng": ["*.r", "*.txt", "*.dat"],


Test patch:
diff --git a/statsmodels/tsa/stl/tests/results/__init__.py b/statsmodels/tsa/stl/tests/results/__init__.py
new file mode 100644