Test

Optimize memory usage for `TSDataset._merge_exog` #1486

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Run time

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Job	Run time
lint	1m 43s
test-pandas-versions (>=2.0,<2.1)	28m 52s
test-without-extras	50s
test-pandas-versions (>=2.1,<2.2)	27m 21s
test (3.10, 0)	57m 36s
test (3.10, 1)	46m 29s
test (3.10, 2)	43m 22s
test (3.12, 0)	1h 4m 41s
test (3.12, 1)	55m 26s
test (3.12, 2)	50m 45s
	6h 17m 5s