Fix: R ARIMAX wrapper when features are not provided

[leica2023]

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]

@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