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.kosci...@mail.mcgill.ca>
To: "r-help@R-project.org" <r-help@R-project.org>
Subject: [R] Multi response GAM
Message-ID:
<yqbpr0101mb134869d0f8483166e80901e5bb...@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: highs...@highstat.com
URL:   www.highstat.com

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