Forecast exogenous vars bug fix #1848

Job	Run time
windows (windows-latest, 3.12, tests/model)	14m 26s
windows (windows-latest, 3.12, tests/statespace --ignore tests/statespace/core/test_statespace.py...	11m 26s
windows (windows-latest, 3.12, tests/statespace/core/test_statespace.py)	9m 26s
windows (windows-latest, 3.12, tests/statespace/filters/test_kalman_filter.py)	5m 33s
windows (windows-latest, 3.12, tests/distributions)	12m 41s
windows (windows-latest, 3.12, tests --ignore tests/model --ignore tests/statespace --ignore test...	24m 41s
ubuntu (ubuntu-latest, 3.11, tests/statespace/filters/test_kalman_filter.py)	2m 37s
ubuntu (ubuntu-latest, 3.11, tests/model)	8m 53s
ubuntu (ubuntu-latest, 3.11, tests/statespace --ignore tests/statespace/core/test_statespace.py -...	7m 44s
ubuntu (ubuntu-latest, 3.11, tests/distributions)	6m 13s
ubuntu (ubuntu-latest, 3.11, tests/statespace/core/test_statespace.py)	6m 7s
ubuntu (ubuntu-latest, 3.11, tests --ignore tests/model --ignore tests/statespace --ignore tests/...	14m 10s
all_tests	2s
	2h 3m 59s

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