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don't think it's been released yet but the main branch on github works for me:

!pip install git+<https://github.com/Nixtla/statsforecast.git>

We released 1.6.0 a couple of days ago. If you upgrade you should be able to use them

@Diego Menezes I have this Jupyter notebook that is similar to Nixtla tutorial in case it might be helpful to you https://github.com/PacktPublishing/Practical-Guide-to-Applied-Conformal-Prediction/blob/main/Chapter_08_NixtlaStatsforecast.ipynb

Thank you @José Morales & @Tyler Blume! I wasn't aware of that 1.6.0 had come out of the oven yet. Will definitely grab and test it. Thank @Valeriy for the code from your book. I'll be starting a new project soon and want to implement conformal prediction since Day 0 if I have a chance.