Dear R users, I want to model some time series data with the help of "dynamic factor analysis", as described by A.F.Zuur in "Dynamic factor analysis to estimate common trends in fisheries time series". Unfortunately the only implementation of the method I could find sofar is in the non free software Brodgar. Therefore I wanted to ask if there exist a free R-package containing this time series analysis tool? Or are their other names for the same method and this is the reason I can't find any implementations apart from Brodgar and SPSS? As I would really like to test the method on my data I would be also grateful on hinds to other free software like e.g. python containing an implementation. If no such implementation exist, is there an other R implemented method to analyze interactions between response variables, and even more important effects of explanatory variables on non stationary time series (count data)? Many thanks Ulrike