Refactor: rename AutoregressiveComponent to Autoregressive

Author: Jiya873

pymc_extras/statespace/models/structural/components/autoregressive.py

@@ -6,7 +6,7 @@
 from pymc_extras.statespace.utils.constants import AR_PARAM_DIM
 
 
-class AutoregressiveComponent(Component):
+class Autoregressive(Component):
     r"""
     Autoregressive timeseries component
 
@@ -59,7 +59,7 @@ class AutoregressiveComponent(Component):
         import pytensor.tensor as pt
 
         trend = st.LevelTrendComponent(order=1, innovations_order=0)
-        ar = st.AutoregressiveComponent(2)
+        ar = st.Autoregressive(2)
         ss_mod = (trend + ar).build()
 
         with pm.Model(coords=ss_mod.coords) as model:
@@ -211,3 +211,5 @@ def make_symbolic_graph(self) -> None:
 
         cov_idx = ("state_cov", *np.diag_indices(k_posdef))
         self.ssm[cov_idx] = sigma_ar**2
+
+AutoregressiveComponent = Autoregressive