[BUG] Fixed transform method of MSTL transformer

[Abhay-Lejith]

Reference Issues/PRs

This fixes #5995 .

What does this implement/fix? Explain your changes.

The error was due to use of the deprecated iteritems() function in pandas. I have changed it to the equivalent items() function.

Does your contribution introduce a new dependency? If yes, which one?

No

What should a reviewer concentrate their feedback on?

Did you add any tests for the change?

No

Any other comments?

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[fkiraly]

Thanks!

• you also get the code badge for fixing the bug
• can you ensure to add a test? Adding the failing parameter combination to get_test_params should suffice (you can check with check_estimator, it fails before the fix)

[fkiraly]

Thanks!

Great first contribution, welcome to sktime!

[Abhay-Lejith]

Thanks!

Great first contribution, welcome to sktime!

Thank you! looking forward to making more valuable contributions.