Maintenance on io_pymc3, io_pyro and tests

[OriolAbril]

Description

fix #712 and close #1165, related to #939. Test skipping taken from https://github.com/matplotlib/matplotlib/blob/154a936d5f1bed2474af43aaa8572513fecb9f4e/lib/matplotlib/tests/test_animation.py#L135

Checklist

• Follows official PR format
• Includes new or updated tests to cover the new feature
• Code style correct (follows pylint and black guidelines)
• Changes are listed in changelog

[codecov]

Codecov Report

Merging #1227 into master will increase coverage by 0.02%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master    #1227      +/-   ##
==========================================
+ Coverage   93.11%   93.13%   +0.02%     
==========================================
  Files          95       95              
  Lines        9609     9614       +5     
==========================================
+ Hits         8947     8954       +7     
+ Misses        662      660       -2     

Impacted Files	Coverage Δ
arviz/data/io_pymc3.py	93.33% <ø> (ø)
arviz/data/io_pyro.py	97.33% <100.00%> (+1.47%)	⬆️

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[OriolAbril]

Ready to merge