def METHOD_NAME():
    """Compare aeon's ARDL interface with statsmodels ardl_select_order."""
    from statsmodels.datasets import longley
    from statsmodels.tsa.ardl import ardl_select_order as _ardl_select_order
    # data
    data = longley.load_pandas().data
    oos = data.iloc[-5:, :]
    data = data.iloc[:-5, :]
    y = data.TOTEMP
    X = data[["GNPDEFL", "GNP"]]
    X_oos = oos[["GNPDEFL", "GNP"]]
    maxlag = 2
    maxorder = 2
    trend = "c"
    # fit
    sm_ardl = _ardl_select_order(
        endog=y, maxlag=maxlag, exog=X, maxorder=maxorder, trend=trend
    )
    res = sm_ardl.model.fit()
    ardl_aeon = ARDL(auto_ardl=True, maxlag=maxlag, maxorder=maxorder, trend=trend)
    ardl_aeon.fit(y=y, X=X, fh=None)
    # predict
    fh = ForecastingHorizon([0])
    start, end = X.shape[0] + fh[0] - 1, X.shape[0] + fh[-1] - 1
    y_pred_stats = res.predict(start=start, end=end, exog_oos=X_oos)
    y_pred = ardl_aeon.predict(fh=fh, X=X_oos)
    return assert_allclose(y_pred, y_pred_stats)