Tests: xfail test for fourier.arima.xreg (awslabs#3182)

*Issue #, if available:* See also awslabs#3099 


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test/ext/r_forecast/test_r_univariate_predictor.py

@@ -48,6 +48,10 @@ def test_forecasts(method_name):
             "MLP currently does not work because "
             "the `neuralnet` package is not yet updated with a known bug fix in ` bips-hb/neuralnet`"
         )
+    if method_name == "fourier.arima.xreg":
+        pytest.xfail(
+            "Method `fourier.arima.xreg` does not work because of a known issue."
+        )
 
     dataset = datasets.get_dataset("constant")