Add support for exogenous variables to ARIMA

[Nyrio]

Closes #3846

Adds support for exogenous variables to ARIMA.
All series in the batch must have the same number of exogenous variables, and exogenous variables are not shared across the batch (exog therefore has n_exog * batch_size columns).

Example:

model = ARIMA(endog=df_endog, exog=df_exog_past, order=(1,0,1),
              seasonal_order=(1,1,1,12), fit_intercept=True,
              simple_differencing=False)
model.fit()
fc, lower, upper = model.forecast(40, exog=df_exog_future, level=0.95)

[ajschmidt8]

Please consider using GitHub's Draft PR feature instead of WIP tags in the future. Draft PRs have the benefit of preventing notifications to codeowners until PRs are marked Ready for Review.

Some useful information about Draft PRs:

• https://github.blog/2019-02-14-introducing-draft-pull-requests/
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• https://docs.github.com/en/pull-requests/collaborating-with-pull-requests/proposing-changes-to-your-work-with-pull-requests/changing-the-stage-of-a-pull-request

[Nyrio]

@tfeher Thanks for the review. I've made some changes and also added a section to the ARIMA notebook (you might want to have a quick look at this).

[tfeher]

Thanks @Nyrio for fixing the issues. I still need to have a look at the notebook, but otherwise it looks good to me. Pre-approving.

[Nyrio]

@rapidsai/cuml-python-codeowners for required approval of the Python side of the change.

[codecov-commenter]

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[tfeher]

@Nyrio I had a look at the notebook and the new exogenous variables section looks good to me.

[tfeher]

@Nyrio Just a small thing with the docstring.

[tfeher]

Memory errors in test are tracked in #4370

[tfeher]

The memory error should be fixed by the last commit.

[Nyrio]

Thanks @tfeher ! I completely missed that but it makes sense now.

[dantegd]

@gpucibot merge