limiting statsforecast due to deprecation of parallel argument

[ngupta23]

Related Issue or bug

Closes #3721

Tests are failing on GitHub due to nixtla statsfoecast deprecating parallel argument in AutoARIMA in 1.6.0 (Nixtla/statsforecast#576). This has also been reported to sktime: sktime/sktime#5207

Describe the changes you've made

Limited statsforecast version to < 1.6.0

Type of change

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Code style update (formatting, local variables)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• This change requires a documentation update

How Has This Been Tested?

Tests pass locally now. Should also pass on GH

Checklist:

• My code follows the style guidelines of this project.
• I have performed a self-review of my own code.
• I have commented my code, particularly in hard-to-understand areas.
• I have made corresponding changes to the documentation.
• My changes generate no new warnings.
• I have added tests that prove my fix is effective or that my feature works.
• New and existing unit tests pass locally with my changes.
• Any dependent changes have been merged and published in downstream modules.