[BUG] fix broken DynamicFactor._predict_interval
#4479
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fkiraly
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module:forecasting
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This fixes
DynamicFactor._predict_intervalwhich seems not to have been correctly implemented, but masked by failing coverage.DynamicFactorreturns incorrect index for probabilistic forecasts #4362, the wrong parameters were passed to the innerstatsmodelsforecasteralphashould have been1 - coveragebut was0.5 - 0.5 * coverage(wrong factor 2)