def METHOD_NAME(
    sktime_point_predictions, sktime_interval_predictions, statsmodels_predictions
) -> None:
    """Compare predictions from ``sktime`` wrapper against ``statsmodels`` estimator.
    Notes
    -----
    * compare point predictions - predictive mean
    * compare confidence intervals for multiple coverage values, viz. ``COVERAGES``
    """
    statsmodels_point_predictions = statsmodels_predictions.predicted_mean
    assert_frame_equal(sktime_point_predictions, statsmodels_point_predictions)
    for coverage in COVERAGES:
        statsmodels_interval_predictions = statsmodels_predictions.conf_int(
            alpha=(1 - coverage)
        )
        for target in TARGET_COLUMNS:
            sktime_results = sktime_interval_predictions.xs(
                (target, coverage), axis="columns"
            )
            statsmodels_results = statsmodels_interval_predictions.filter(
                regex=f"{target}$"
            )
            statsmodels_results.columns = ["lower", "upper"]
            assert_frame_equal(sktime_results, statsmodels_results)