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I am trying to run an ARIMA model in SPSS with 3 covariates and 1 event; however, when I run the model, only one of the covariates is retained (I believe this is due to the fact that the other covariates are not statistically significant). Do you know how I can force SPSS to keep all variables? I've spent many hours searching for this information online without any success. I even contacted IBM/SPSS, but they couldn't help me. Alternatively, could you please direct me to another program which may do this.
Hi @Lisa Fix
How are you going about specifying the ARIMA model? If you are using the menus, rather than direct Command Syntax, be sure to specify an ARIMA model rather than the default Expert Modeler.
For more information and Case Studies, see our documentation here