text: Title: add method to forecasters to return the input data that is passed to the model to make predictions
  Body: Currently, there is no way to see which data is being used to make predictions.
  
  `create_X_y` creates the data that is used to train the model, but it;s not able to create data that is passed to "predict()`.
  
  The data for the prediction is created in predict() but it is not exposed.
  
  Could we capture the lines that create the input data to the regressor.predict() in a new method, say create_forecast_input() to expose that value to the user? 
  
  It'd help with debugging and understanding what the forecaster does under the hood