def METHOD_NAME():
    """Compare sktime's ARDL interface with statsmodels ARDL."""
    from statsmodels.datasets import danish_data
    from statsmodels.tsa.ardl import ardl_select_order as _ardl_select_order
    # data
    data = danish_data.load().data
    data[["lrm", "lry", "ibo", "ide"]]
    y = data.lrm
    X = data[["lry", "ibo", "ide"]]
    # fit
    sel_res = _ardl_select_order(
        data.lrm, 3, data[["lry", "ibo", "ide"]], 3, ic="aic", trend="c"
    )
    res = sel_res.model.fit()
    ardl_sktime = ARDL(auto_ardl=True, maxlag=3, maxorder=3, trend="c", ic="aic")
    ardl_sktime.fit(y=y, X=X, fh=None)
    ardl_loglik = ardl_sktime.get_fitted_params()["loglike"]
    sm_loglik = sel_res.model.loglike(res.params)
    return assert_allclose(ardl_loglik, sm_loglik)