Have you configured the KNIME Python integration as described in our documentation? Option 1 is generally the most straightfoward approach: KNIME Python Integration Guide
The reason I ask is because it seems like KNIME doesn’t know where your Anaconda installation is to begin with, and therefore can’t find the statsmodels package. Once you’ve configured a python environment for KNIME to use, and KNIME knows where it is, it’s pretty straightforward to add packages using pip or conda install.