Add target components logic into AutoRegressivePipeline

[alex-hse-repository]

Before submitting (must do checklist)

• Did you read the contribution guide?
• Did you update the docs? We use Numpy format for all the methods and classes.
• Did you write any new necessary tests?
• Did you update the CHANGELOG?

Proposed Changes

Closing issues

closes #1168

[github-actions]

🚀 Deployed on https://deploy-preview-1188--etna-docs.netlify.app

[codecov-commenter]

Codecov Report

Merging #1188 (271809b) into master (d10ce3f) will decrease coverage by 18.67%.
The diff coverage is 44.44%.

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@@             Coverage Diff             @@
##           master    #1188       +/-   ##
===========================================
- Coverage   87.67%   69.00%   -18.67%     
===========================================
  Files         177      177               
  Lines       10409    10408        -1     
===========================================
- Hits         9126     7182     -1944     
- Misses       1283     3226     +1943     

Impacted Files	Coverage Δ
etna/pipeline/autoregressive_pipeline.py	87.50% <44.44%> (-12.50%)	⬇️

... and 68 files with indirect coverage changes

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