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Issue Description

some tests in pycaret failing with these messages:
FAILED tests/test_time_series_engines.py::test_engines_setup_global_args - TypeError: AutoARIMA.init() got an unexpected keyword argument 'parallel'
FAILED tests/test_time_series_engines.py::test_create_model_engines_local_args - TypeError: AutoARIMA.init() got an unexpected keyword argument

i found a pr in sktime package saying the problem maybe related to statsforecast, see: sktime/sktime@748106a

we can find a different solution or the same

Reproducible Example

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Expected Behavior

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Actual Results

FAILED tests/test_time_series_engines.py::test_engines_setup_global_args - TypeError: AutoARIMA.__init__() got an unexpected keyword argument 'parallel'
FAILED tests/test_time_series_engines.py::test_create_model_engines_local_args - TypeError: AutoARIMA.__init__() got an unexpected keyword argument

Installed Versions