fix bug in create lagged component names without target lags #5229

Job	Run time
lint	35s
docs	7m 42s
tests (macos-13, 3.9, all)	41m 45s
check-examples (03-FFT-examples.ipynb)	3m 30s
tests (ubuntu-latest, 3.9, all)	23m 19s
check-examples (04-RNN-examples.ipynb)	7m 13s
check-examples (00-quickstart.ipynb)	9m 3s
check-examples (02-data-processing.ipynb)	3m 36s
check-examples (01-multi-time-series-and-covariates.ipynb)	6m 44s
	1h 43m 27s

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