def METHOD_NAME():
    """Test ``DynamicFactor`` in absence of exogenous variables."""
    from statsmodels.tsa.statespace.dynamic_factor import (
        DynamicFactor as _DynamicFactor,
    )
    unfitted_sktime_model = DynamicFactor(
        k_factors=K_FACTORS, factor_order=FACTOR_ORDER
    )
    fitted_sktime_model = unfitted_sktime_model.fit(TRAIN_Y)
    sktime_point_predictions = fitted_sktime_model.predict(
        fh=range(1, PREDICTION_LENGTH + 1)
    )
    sktime_interval_predictions = fitted_sktime_model.predict_interval(
        fh=range(1, PREDICTION_LENGTH + 1), coverage=COVERAGES
    )
    unfitted_statsmodels_model = _DynamicFactor(TRAIN_Y, K_FACTORS, FACTOR_ORDER)
    fitted_statsmodels_model = unfitted_statsmodels_model.fit()
    statsmodels_predictions = fitted_statsmodels_model.get_prediction(
        start=HISTORY_LENGTH, end=HISTORY_LENGTH + PREDICTION_LENGTH - 1
    )
    compare_predictions_against_statsmodels(
        sktime_point_predictions, sktime_interval_predictions, statsmodels_predictions
    )