Problem when importing statsmodels.regression.rolling (AttributeError: 'pandas._libs.properties.CachedProperty' object has no attribute 'func')
I can't reproduce this issue with macOS 12.1 - it's likely a problem with your code / system setup.
However, 0.13.2 seems to work.
When I run the below code:
from statsmodels.regression import rolling
I get this error message:

AttributeError                            Traceback (most recent call last)
/var/folders/q9/_s10_9yx6k7gxt3w4t7j0hgw0000gn/T/ipykernel_56663/1581398632.py in 
----> 1 from statsmodels.regression import rolling
~/opt/anaconda3/lib/python3.8/site-packages/statsmodels/regression/rolling.py in 
456
457
--> 458 class RollingRegressionResults(object):
459     """
460     Results from rolling regressions
~/opt/anaconda3/lib/python3.8/site-packages/statsmodels/regression/rolling.py in RollingRegressionResults()
514
515     @cache_readonly
--> 516     @Appender(RegressionResults.aic.func.doc)
517     def aic(self):
518         return self._wrap(RegressionResults.aic.func(self))
AttributeError: 'pandas._libs.properties.CachedProperty' object has no attribute 'func'

I've never had this problem before and I'm unsure what has gone wrong. I'm running statsmodels version 0.12.2 and Python 3.8.12 on MacOS 11.4. I'm trying to use RollingOLS.
Thanks for your help.
EDIT:
Out of curiosity I just replaced all '.func' with '' in this file and this issue no longer exists and the results seem to be accurate. I don't really understand what this did however and since I'm using this in a professional capacity I need to be sure this is correct.