Replace, or complement, pmdarima with statsforecast.AutoARIMA

[astrojuanlu]

The Nixtla folks claim that their statsforecast.AutoARIMA is faster than pmdarima and prophet:

(source)

This is the API: https://nixtla.github.io/statsforecast/models.html#autoarima-1

My understanding is that both pmdarima and statsforecast implement 2008 Hyndman & Khandakar "Automatic Time Series Forecasting: The forecast Package for R".

Paging @mergenthaler, @FedericoGarza, and @kdgutier 👋🏽😊

[JoaquinAmatRodrigo]

The ARIMA implementation in statsforecast looks amazing. @JavierEscobarOrtiz let's see how we could fit it in the skforecast API.

https://nixtla.github.io/statsforecast/models.html#arima-1