How to find relative influence of Exogenous variables from a ARIMA model?

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Nisantha Kurukulasooriya Ajith

Question is not clear! However, I wish that it will help you to use ARIMAX models. If you can describe your problem little bit, its good

Thaddeus Carvajal

Hi Nisanta. Sorry for not being clear with the question. I have a set of predictors that I used as external regressors for a SARIMAX model.

In the summary results of the model, it will show you the coefficients and the statistical error wherein I can use them to determine if the regressors are statistically significant in the model. However, what I need is how each statistically significant predictors contribute to the model. The relative influence is a percentage of how much the predictor contributes to the model.