for j in range(len(unique_firms)):

    for i in range(j+1,len(unique_firms)):

        firm1=unique_firms[i]
        firm2=unique_firms[j]

        ix_firm1_dft=dft.firm==firm1
        firm1_dft=dft.loc[ix_firm1_dft,['ticker','date','Forecast_error^2']]

        ix_firm2_dft=dft.firm==firm2
        firm2_dft=dft.loc[ix_firm2_dft,['ticker','date','Forecast_error^2']]

        firms_dft=pd.merge(firm1_dft, firm2_dft, how='inner', on=['ticker','date'])

        di=firms_dft['Forecast_error^2_x']-firms_dft['Forecast_error^2_y']

        dbar=di.mean()

        gammas=statsmodels.tsa.stattools.acovf(di, unbiased=True)

        h=int(np.floor(np.power(len(di),1/3)+1))
        denom=np.sqrt(gammas[0]+2*np.sum(gammas[1:h+1]))

        stat=dbar/denom
        pval=2*(1-stats.norm.cdf(np.abs(stat)))
        results[i,j]=stat
        pvals[i,j]=pval
        break
    break

NameError: name 'statsmodels' is not defined