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Fix: R ARIMAX wrapper when features are not provided #3192

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Issue #, if available:

Description of changes:

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Please tag this pr with at least one of these labels to make our release process faster: BREAKING, new feature, bug fix, other change, dev setup

@lostella lostella added the pr:test-r Run tests for R models label Jun 14, 2024
@lostella lostella added the bug fix (one of pr required labels) label Jun 14, 2024
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@leica2023 I'm adding a commit to enable a test of the feature, which I previously had to mark as skipped since it was broken

@lostella lostella changed the title fix arimax test job failure Fix: R ARIMAX wrapper when features are not provided Jun 14, 2024
@lostella lostella added the models This item concerns models implementations label Jun 14, 2024
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