It seems that you need to get your facts straight there buddy.
-Erecting a statue of a nationalist ruler doesn't a theocracy make. In fact, there's nothing religious at all about the act itself. For an act to qualify as "theocratic", there needs to be something inherently religious about it.
-Horthy was not a Nazi. Nazism is essentially extreme German nationalism, not "anyone who kills Jews".
I'm trying to say that it is or isn't a good idea to erect the statue, or that Hungary is or isn't a theocracy. Just that if you're going to comment on issues like this, just make sure you have at the very least even the most basic understanding of history and politics.