Link issue with explanation to problem with DeepARModel

[Mr-Geekman]

Before submitting (must do checklist)

• Did you read the contribution guide?
• Did you update the docs? We use Numpy format for all the methods and classes.
• Did you write any new necessary tests?
• Did you update the CHANGELOG?

Proposed Changes

Just link the issue.

Closing issues

Closes #1089

[github-actions]

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[codecov-commenter]

Codecov Report

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