Wrap user scenarios in dictionary

pymc_experimental/statespace/core/statespace.py

@@ -1855,7 +1855,16 @@ def forecast(
             )
             start = time_index[-1]
 
-        scenario = self._validate_scenario_data(scenario, verbose=verbose)
+        if not isinstance(scenario, dict):
+            if len(self.data_names) > 1:
+                raise ValueError(
+                    "Model needs more than one exogenous data to do forecasting. In this case, you must "
+                    "pass a dictionary of scenario data."
+                )
+            [data_name] = self.data_names
+            scenario = {data_name: scenario}
+
+        scenario: dict = self._validate_scenario_data(scenario, verbose=verbose)
 
         self._validate_forecast_args(
             time_index=time_index,
@@ -1917,19 +1926,14 @@ def forecast(
                     for data_name in self.data_names
                 }
 
-                subbed_matrices = graph_replace(matrices, replace=sub_dict, strict=True)
-                [
-                    setattr(matrix, "name", name)
-                    for name, matrix in zip(MATRIX_NAMES[2:], subbed_matrices)
-                ]
-            else:
-                subbed_matrices = matrices
+                matrices = graph_replace(matrices, replace=sub_dict, strict=True)
+                [setattr(matrix, "name", name) for name, matrix in zip(MATRIX_NAMES[2:], matrices)]
 
             _ = LinearGaussianStateSpace(
                 "forecast",
                 x0,
                 P0,
-                *subbed_matrices,
+                *matrices,
                 steps=len(forecast_index[:-1]),
                 dims=dims,
                 mode=self._fit_mode,