The monitoring of Loch Leven at Kinross in Scotland involves many physical, chemical and biological variables, which are interrelated and consequently are potentially both responses and covariates within the system. In order to explore relationships fully and make appropriate inferences about such a system, it is necessary to identify and incorporate all the important forms of dependence. Therefore, multivariate models are required to model multiple responses and covariates. Relationships between variables at Loch Leven also change throughout the year and hence a multivariate varying-coefficient model is presented here to explore changing relationships, whilst accounting for dependence between responses. Copyright © 2008 John Wiley & Sons, Ltd
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