text: Title: [DOC] AutoREG docstring includes non-existent arguments
  Body: #### Describe the issue linked to the documentation
  
  The [`AutoREG` documentation](https://www.sktime.net/en/latest/api_reference/auto_generated/sktime.forecasting.auto_reg.AutoREG.html) includes arguments such as `endog` and `exog` that are not present in the model.  They should be removed from the docstrings.
  
  