TST: Work around statsmodels bug (#24090)

Author: TomAugspurger

pandas/tests/plotting/test_datetimelike.py

@@ -1,5 +1,5 @@
 """ Test cases for time series specific (freq conversion, etc) """
-
+import sys
 from datetime import datetime, timedelta, date, time
 import pickle
 
@@ -1557,7 +1557,10 @@ def _check_plot_works(f, freq=None, series=None, *args, **kwargs):
         # GH18439
         # this is supported only in Python 3 pickle since
         # pickle in Python2 doesn't support instancemethod pickling
-        if PY3:
+        # TODO(statsmodels 0.10.0): Remove the statsmodels check
+        # https://github.com/pandas-dev/pandas/issues/24088
+        # https://github.com/statsmodels/statsmodels/issues/4772
+        if PY3 and 'statsmodels' not in sys.modules:
             with ensure_clean(return_filelike=True) as path:
                 pickle.dump(fig, path)
     finally: