code: def test_set_out_sample_residuals_warning_when_residuals_not_for_all_levels():
      """
      Test Warning is raised when residuals does not contain a residue for all levels.
      """
      forecaster = ForecasterAutoregMultiSeries(
          LinearRegression(fit_intercept=True), lags=3
      )
      forecaster.fit(series=series)
      residuals = {"l1": np.array([1, 2, 3])}
  
      err_msg = re.escape(
          f"""
                  Only residuals of levels 
                  {set(forecaster.series_col_names).intersection(set(residuals.keys()))} 
                  are updated.
                  """
      )
      with pytest.warns(UserWarning, match=err_msg):
          forecaster.set_out_sample_residuals(residuals=residuals)
  
file_path: skforecast/skforecast/ForecasterAutoregMultiSeries/tests/test_set_out_sample_residuals.py
imports: import re
  import pytest
  import numpy
  import pandas
  from skforecast.ForecasterAutoregMultiSeries import ForecasterAutoregMultiSeries
  from sklearn.linear_model import LinearRegression
  from sklearn.exceptions import NotFittedError
  from sklearn.preprocessing import StandardScaler
label_desc: Use image node_id 3 for calling a global function with example usage: test_set_out_sample_residuals_warning_when_residuals_not_for_all_levels() without return types