Multivariate time series - understanding “contribution” of independent variables

Hi there!

I’d like to know if there is a way you could recommend me to estimate the “contribution” of each of the independent variables observed in regular time intervals and part of a data set to the change of an independent variable also observed in same time intervals?; this is like similar to estimating the betas of a linear model in the scenario on which variables don’t have any time constraint.

Appreciate in advance your help and recommendations!

import auto_arima module in python. Calling summary would give you individual contribution of independent variables

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