code: def test_output_get_feature_importances_when_regressor_is_RandomForestRegressor_lags_3_step_2_exog_included():
      """
      Test output of get_feature_importances for step 2, when regressor is
      RandomForestRegressor with lags=3, steps 3 and it is trained with
      y pandas Series and exog is pandas DataFrame.
      """
      y = pd.Series(np.arange(10), name="y", dtype=float)
      exog = pd.DataFrame(
          {
              "exog_1": np.arange(100, 110, dtype=float),
              "exog_2": np.arange(1000, 1010, dtype=float),
          }
      )
  
      forecaster = ForecasterAutoregDirect(
          regressor=RandomForestRegressor(
              n_estimators=5, max_depth=2, random_state=123
          ),
          lags=3,
          steps=3,
      )
      forecaster.fit(y=y, exog=exog)
  
      results = forecaster.get_feature_importances(step=2)
      expected = pd.DataFrame(
          {
              "feature": [
                  "lag_1",
                  "lag_2",
                  "lag_3",
                  "exog_1",
                  "exog_2",
              ],
              "importance": np.array(
                  [0.16428571, 0.2, 0.20446429, 0.23333333, 0.19791667]
              ),
          }
      ).sort_values(by="importance", ascending=False)
  
      pd.testing.assert_frame_equal(results, expected)
  
imports: import re
  import pytest
  from pytest import approx
  import numpy
  import pandas
  from skforecast.ForecasterAutoregDirect import ForecasterAutoregDirect
  from sklearn.exceptions import NotFittedError
  from sklearn.pipeline import make_pipeline
  from sklearn.preprocessing import StandardScaler
  from sklearn.ensemble import RandomForestRegressor
  from sklearn.linear_model import LinearRegression
  from sklearn.neural_network import MLPRegressor
  from sklearn.ensemble import RandomForestRegressor
label_desc: Use image node_id 5 for calling a global function with example usage: test_output_get_feature_importances_when_regressor_is_RandomForestRegressor_lags_3_step_2_exog_included() without return types