Try R-INLA. It will allow you to model all three diet class time series in one model (even allowing for different distributions if required). And you can also include correlation between the time series. And test whether those diet classes have the same trend or not. Alain ------------------------------ Message: 5 Date: Fri, 17 Apr 2020 22:45:33 +0000 From: Tristan Kosciuch <tristan.kosciuch at mail.mcgill.ca> To: "r-help at R-project.org" <r-help at R-project.org> Subject: [R] Multi response GAM Message-ID: <YQBPR0101MB134869D0F8483166E80901E5BBD90 at YQBPR0101MB1348.CANPRD01.PROD.OUTLOOK.COM> Content-Type: text/plain; charset="utf-8" Hello, I am modelling the diet of Nile perch through time. I have 3 diet classes as my response variables; fish 1, fish 2, and invertebrates. The response variables are correlated, declines in invert consumption ~ increase in fish consumption. Any advice on how to handle this would be appreciated. I would like to use GAMs as my time series shows fluctuations that could only be fit by high order polynomials if I were to use a linear model, but open to suggestions. Thank you for your time. P.s. I will be comparing the fit of the time series GAM with a model based on other predictors, with a training and validation split for my data. --- Tristan Kosciuch Stewart Biology Building, McGill University 1205 Dr Penfield Ave, Montreal QC H3A 1B1 [[alternative HTML version deleted]] -- Dr. Alain F. Zuur Highland Statistics Ltd. 9 St Clair Wynd AB41 6DZ Newburgh, UK Email: highstat at highstat.com URL: www.highstat.com