Fix some UserWarnings

[ricardoV94]

Closes #6401

[codecov]

Codecov Report

Merging #6407 (1c1695e) into main (6ab0c03) will decrease coverage by 7.68%.
The diff coverage is 98.33%.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #6407      +/-   ##
==========================================
- Coverage   94.78%   87.10%   -7.68%     
==========================================
  Files         148      148              
  Lines       27678    27716      +38     
==========================================
- Hits        26234    24142    -2092     
- Misses       1444     3574    +2130     

Impacted Files	Coverage Δ
pymc/tests/distributions/test_timeseries.py	99.52% <92.30%> (+<0.01%)	⬆️
pymc/backends/arviz.py	96.37% <100.00%> (ø)
pymc/distributions/logprob.py	100.00% <100.00%> (ø)
pymc/distributions/timeseries.py	94.52% <100.00%> (+0.05%)	⬆️
pymc/logprob/abstract.py	97.59% <100.00%> (+0.02%)	⬆️
pymc/tests/backends/test_arviz.py	99.04% <100.00%> (+0.01%)	⬆️
pymc/tests/distributions/test_logprob.py	100.00% <100.00%> (ø)
pymc/tests/distributions/test_continuous.py	0.00% <0.00%> (-99.78%)	⬇️
pymc/tests/distributions/test_multivariate.py	36.44% <0.00%> (-63.01%)	⬇️
pymc/distributions/multivariate.py	57.77% <0.00%> (-34.51%)	⬇️
... and 6 more

[OriolAbril]

Arviz part looks good, thanks

[michaelosthege]

@ricardoV94 is there any more work needed, or can the draft status be removed?

[ricardoV94]

This still needs work