I have multiple environmental time series variables (for example: temperature, dissolved oxygen, conductivity, depth) measured every few minutes for several months. The variables are measured at different intervals but I could create an interpolated data set such that all data are placed at the same times.
I want to be able to understand how these variables are related to each other. For example I would be interested in a question like:
Is an increase in depth correlated with a decrease in temperature?
The variables may change at the same time, but more likely there will be some lag time between a change in depth and a change in temperature. Plus I would like to look at many variables - not just 2.
I am not interested in cycles or trends within one time series - just how one may affect another.
I am not sure where to start - is this just a multiple regression? How do I take lag time into account? Could you suggest topics I could read about?