[FIX] UCM: remove dead _calculate_sigma helper and unused sigma storage

[shaun0927]

Summary

UCM defines a private _calculate_sigma helper at ucm.py:25 and stores its result in model_["sigma"] at ucm.py:292, but no method ever reads it. predict, predict_in_sample, and forecast all retrieve intervals from forecast.conf_int(alpha=…) (statsmodels) directly. UCM does not implement simulate() either, so the simulation pattern from #1072 (which consumes model_["sigma"]) is not in play.

The helper is therefore dead code with two further problems:

1. It shadows the project's canonical statsforecast.utils._calculate_sigma, which is used by 30+ call sites in models.py.
2. It uses a different denominator (max(n - 1, 1) instead of n) — and the convention everywhere else is _calculate_sigma(residuals, len(residuals) - n_params), i.e. the caller pre-subtracts the parameter count.

Reproducer

import inspect
import numpy as np
from statsforecast.models import UCM
import statsforecast.ucm as ucm_mod
import statsforecast.utils as utils_mod

y = np.cumsum(np.random.default_rng(0).standard_normal(100)) + 50
m = UCM(level="local level"); m.fit(y)
print("sigma stored:", m.model_["sigma"])
print("UCM.simulate exists:", hasattr(UCM, "simulate"))   # False

# Local helper duplicates utils with a different denominator:
print(inspect.getsource(ucm_mod._calculate_sigma))
print(inspect.getsource(utils_mod._calculate_sigma))

Changes

This PR removes the dead path. A follow-up can wire UCM into simulate() later (following the pattern from #1072), at which point the canonical from statsforecast.utils import _calculate_sigma should be imported and the correct n - n_params denominator used.

 # python/statsforecast/ucm.py
-def _calculate_sigma(residuals: np.ndarray, n: int) -> float:
-    """Calculate standard error of residuals."""
-    return np.sqrt(np.sum(residuals ** 2) / max(n - 1, 1))
-
 ...

     def fit(self, y, X=None):
         ...
-        # Calculate sigma from residuals
-        residuals = y - fitted_vals
-        self.model_["sigma"] = _calculate_sigma(residuals, y.size)
         return self

[CLAassistant]

All committers have signed the CLA.

[nasaul]

We are refactoring the UCM model in #1158