code: def test_against_statsmodels_5():
      """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)
  
file_path: sktime/sktime/forecasting/tests/test_ardl.py
imports: import pytest
  from numpy.testing import assert_allclose
  from sktime.datasets import load_macroeconomic
  from sktime.forecasting.ardl import ARDL
  from sktime.forecasting.base import ForecastingHorizon
  from sktime.tests.test_switch import run_test_for_class
label_desc: Use image node_id 6 for calling a global function with example usage: test_against_statsmodels_5() and returns: assert_allclose