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[BUG] statsforecast 1.6.0 deprecates parallel argument #5207

@ngupta23

Description

@ngupta23

Describe the bug

In nixtla statsforecast version 1.6.0, the parallel argument has been deprecated in AutoARIMA. This causes the sktime wrapper to fail.

Nixtla/statsforecast#576
Nixtla/statsforecast@478e774

To Reproduce

!pip install sktime
!pip install statsforecast==1.6.0

from sktime.datasets import load_airline
from sktime.forecasting.statsforecast import StatsForecastAutoARIMA
y = load_airline()
forecaster = StatsForecastAutoARIMA(  
    sp=12, d=0, max_p=2, max_q=2
)
forecaster.fit(y)  
y_pred = forecaster.predict(fh=[1,2,3])  

image

!pip install statsforecast==1.5.0

forecaster = StatsForecastAutoARIMA(  
    sp=12, d=0, max_p=2, max_q=2
)
forecaster.fit(y)  
y_pred = forecaster.predict(fh=[1,2,3]) 

This works

Expected behavior
Should work with latest version of statsforecast

Additional context

First found in pycaret unit tests

image

Versions

latest install - 0.22.0

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    bugSomething isn't workingmodule:forecastingforecasting module: forecasting, incl probabilistic and hierarchical forecasting

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