Add tests for AR mean forecast simulation paths

[aeshef]

While reading through the forecasting code, I noticed the comment with the AR mean simulation path construction was "not tested, but probably right". The added tests verify this branch directly for AR(1) and AR(2) models with GARCH volatility, covering both method="simulation" and method="bootstrap".

The tests recompute the simulated mean paths and long-run variance paths from the simulated residuals and residual variance paths, and compare these against the values returned by forecast.simulations.

Tested locally with:

pytest arch/tests/univariate/test_forecast.py::TestForecasting::test_ar1_garch_mean_forecast_simulation_paths arch/tests/univariate/test_forecast.py::TestForecasting::test_ar2_garch_mean_forecast_simulation_paths -v

[codecov]

Codecov Report

❌ Patch coverage is 97.05882% with 2 lines in your changes missing coverage. Please review.
✅ Project coverage is 99.53%. Comparing base (8cdc7de) to head (db9a441).

Files with missing lines	Patch %	Lines
arch/tests/univariate/test_forecast.py	97.05%	1 Missing and 1 partial ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #849      +/-   ##
==========================================
- Coverage   99.54%   99.53%   -0.02%     
==========================================
  Files          78       78              
  Lines       15818    15886      +68     
  Branches     1294     1300       +6     
==========================================
+ Hits        15746    15812      +66     
- Misses         38       39       +1     
- Partials       34       35       +1     

Flag	Coverage Δ
adder	99.49% <97.05%> (-0.02%)	⬇️
subtractor	99.49% <97.05%> (-0.02%)	⬇️

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