Model train error about skforecast HOT 3 CLOSED

# Create Recursive multi-step forecaster (ForecasterAutoreg)
# ==============================================================================
forecaster = ForecasterAutoreg(
                 regressor = HistGradientBoostingRegressor(random_state=123),
                 lags      = 5
             )

forecaster.fit(
    y    = data['y'],
    exog = data[['exog_1', 'exog_2']]
)


# Training matrices used by the forecaster to fit the internal regressor
# ==============================================================================
X_train, y_train = forecaster.create_train_X_y(
                        y    = data['y'],
                        exog = data[['exog_1', 'exog_2']]
                    )
display(X_train.head(3))
display(y_train.head(3))

# Predict using the internal regressor
# ==============================================================================
forecaster.regressor.predict(X_tain)