Demonstration of selected features

library(dsem)
library(dynlm)
library(ggplot2)
library(reshape)
library(gridExtra)
library(phylopath)

dsem is an R package for fitting dynamic structural equation models (DSEMs) with a simple user-interface and generic specification of simultaneous and lagged effects in a non-recursive structure. We here highlight a few features in particular.

Comparison with dynamic linear models

We first demonstrate that dsem gives identical results to dynlm for a well-known econometric model, the Klein-1 model.

data(KleinI, package="AER")
TS = ts(data.frame(KleinI, "time"=time(KleinI) - 1931))

# dynlm
fm_cons <- dynlm(consumption ~ cprofits + L(cprofits) + I(pwage + gwage), data = TS)
fm_inv <- dynlm(invest ~ cprofits + L(cprofits) + capital, data = TS)                 #
fm_pwage <- dynlm(pwage ~ gnp + L(gnp) + time, data = TS)

# dsem
sem = "
  # Link, lag, param_name
  cprofits -> consumption, 0, a1
  cprofits -> consumption, 1, a2
  pwage -> consumption, 0, a3
  gwage -> consumption, 0, a3

  cprofits -> invest, 0, b1
  cprofits -> invest, 1, b2
  capital -> invest, 0, b3

  gnp -> pwage, 0, c2
  gnp -> pwage, 1, c3
  time -> pwage, 0, c1
"
tsdata = TS[,c("time","gnp","pwage","cprofits",'consumption',
               "gwage","invest","capital")]
fit = dsem( sem=sem,
            tsdata = tsdata,
            estimate_delta0 = TRUE,
            control = dsem_control(
              quiet = TRUE,
              newton_loops = 0) )

# Compile
m1 = rbind( summary(fm_cons)$coef[-1,],
            summary(fm_inv)$coef[-1,],
            summary(fm_pwage)$coef[-1,] )[,1:2]
m2 = summary(fit$sdrep)[1:9,]
m = rbind(
  data.frame("var"=rownames(m1),m1,"method"="OLS","eq"=rep(c("C","I","Wp"),each=3)),
  data.frame("var"=rownames(m1),m2,"method"="GMRF","eq"=rep(c("C","I","Wp"),each=3))
)
m = cbind(m, "lower"=m$Estimate-m$Std..Error, "upper"=m$Estimate+m$Std..Error )

# ggplot estimates

longform = melt( as.data.frame(KleinI) )
  longform$year = rep( time(KleinI), 9 )
p1 = ggplot( data=longform, aes(x=year, y=value) ) +
  facet_grid( rows=vars(variable), scales="free" ) +
  geom_line( )

p2 = ggplot(data=m, aes(x=interaction(var,eq), y=Estimate, color=method)) +
  geom_point( position=position_dodge(0.9) ) +
  geom_errorbar( aes(ymax=as.numeric(upper),ymin=as.numeric(lower)),
                 width=0.25, position=position_dodge(0.9))  #

p3 = plot( as_fitted_DAG(fit) ) +
     expand_limits(x = c(-0.2,1) )
p4 = plot( as_fitted_DAG(fit, lag=1), text_size=4 ) +
     expand_limits(x = c(-0.2,1), y = c(-0.2,0) )

p1

p2

grid.arrange( arrangeGrob(p3, p4, nrow=2) )

Results show that both packages provide (almost) identical estimates and standard errors.

We can also compare results using the Laplace approximation against those obtained via numerical integration of random effects using MCMC. In this example, MCMC results in somewhat higher estimates of exogenous variance parameters (presumably because those follow a chi-squared distribution with positive skewness), but otherwise the two produce similar estimates.

library(tmbstan)

# MCMC for both fixed and random effects
mcmc = tmbstan( fit$obj, init="last.par.best" )
summary_mcmc = summary(mcmc)

# long-form data frame
m1 = summary_mcmc$summary[1:17,c('mean','sd')]
rownames(m1) = paste0( "b", seq_len(nrow(m1)) )
m2 = summary(fit$sdrep)[1:17,c('Estimate','Std. Error')]
m = rbind(
  data.frame('mean'=m1[,1], 'sd'=m1[,2], 'par'=rownames(m1), "method"="MCMC"),
  data.frame('mean'=m2[,1], 'sd'=m2[,2], 'par'=rownames(m1), "method"="LA")
)
m$lower = m$mean - m$sd
m$upper = m$mean + m$sd

# plot
ggplot(data=m, aes(x=par, y=mean, col=method)) +
  geom_point( position=position_dodge(0.9) ) +
  geom_errorbar( aes(ymax=as.numeric(upper),ymin=as.numeric(lower)),
                 width=0.25, position=position_dodge(0.9))  #

Comparison with vector autoregressive models

We next demonstrate that dsem gives similar results to a vector autoregressive (VAR) model. To do so, we analyze population abundance of wolf and moose populations on Isle Royale from 1959 to 2019, downloaded from their website (Vucetich, JA and Peterson RO. 2012. The population biology of Isle Royale wolves and moose: an overview. URL: www.isleroyalewolf.org).

This dataset was previously analyzed by in Chapter 14 of the User Manual for the R-package MARSS (Holmes, E. E., M. D. Scheuerell, and E. J. Ward (2023) Analysis of multivariate time-series using the MARSS package. Version 3.11.8. NOAA Fisheries, Northwest Fisheries Science Center, 2725 Montlake Blvd E., Seattle, WA 98112, DOI: 10.5281/zenodo.5781847).

Here, we compare fits using dsem with dynlm, as well as a vector autoregressive model package vars, and finally with MARSS.

data(isle_royale)
data = ts( log(isle_royale[,2:3]), start=1959)

sem = "
  # Link, lag, param_name
  wolves -> wolves, 1, arW
  moose -> wolves, 1, MtoW
  wolves -> moose, 1, WtoM
  moose -> moose, 1, arM
"
# initial first without delta0 (to improve starting values)
fit0 = dsem( sem = sem,
             tsdata = data,
             estimate_delta0 = FALSE,
             control = dsem_control(
               quiet = FALSE,
               getsd = FALSE) )
#>   Coefficient_name Number_of_coefficients   Type
#> 1           beta_z                      6  Fixed
#> 2             mu_j                      2 Random

#
parameters = fit0$obj$env$parList()
  parameters$delta0_j = rep( 0, ncol(data) )

# Refit with delta0
fit = dsem( sem = sem,
            tsdata = data,
            estimate_delta0 = TRUE,
            control = dsem_control( quiet=TRUE,
                                    parameters = parameters ) )

# dynlm
fm_wolf = dynlm( wolves ~ 1 + L(wolves) + L(moose), data=data )   #
fm_moose = dynlm( moose ~ 1 + L(wolves) + L(moose), data=data )   #

# MARSS
library(MARSS)
z.royale.dat <- t(scale(data.frame(data),center=TRUE,scale=FALSE))
royale.model.1 <- list(
  Z = "identity",
  B = "unconstrained",
  Q = "diagonal and unequal",
  R = "zero",
  U = "zero"
)
kem.1 <- MARSS(z.royale.dat, model = royale.model.1)
#> Success! algorithm run for 15 iterations. abstol and log-log tests passed.
#> Alert: conv.test.slope.tol is 0.5.
#> Test with smaller values (<0.1) to ensure convergence.
#> 
#> MARSS fit is
#> Estimation method: kem 
#> Convergence test: conv.test.slope.tol = 0.5, abstol = 0.001
#> Algorithm ran 15 (=minit) iterations and convergence was reached. 
#> Log-likelihood: -3.21765 
#> AIC: 22.4353   AICc: 23.70964   
#>  
#>                       Estimate
#> B.(1,1)                 0.8669
#> B.(2,1)                -0.1240
#> B.(1,2)                 0.1417
#> B.(2,2)                 0.8176
#> Q.(X.wolves,X.wolves)   0.1341
#> Q.(X.moose,X.moose)     0.0284
#> x0.X.wolves             0.2324
#> x0.X.moose             -0.6476
#> Initial states (x0) defined at t=0
#> 
#> Standard errors have not been calculated. 
#> Use MARSSparamCIs to compute CIs and bias estimates.
SE <- MARSSparamCIs( kem.1 )

# Using VAR package
library(vars)
var = VAR( data, type="const" )

### Compile
m1 = rbind( summary(fm_wolf)$coef[-1,], summary(fm_moose)$coef[-1,] )[,1:2]
m2 = summary(fit$sdrep)[1:4,]
#m2 = cbind( "Estimate"=fit$opt$par, "Std. Error"=fit$sdrep$par.fixed )[1:4,]
m3 = cbind( SE$parMean[c(1,3,2,4)], SE$par.se$B[c(1,3,2,4)] )
colnames(m3) = colnames(m2)
m4 = rbind( summary(var$varresult$wolves)$coef[-3,], summary(var$varresult$moose)$coef[-3,] )[,1:2]

# Bundle
m = rbind(
  data.frame("var"=rownames(m1), m1, "method"="dynlm", "eq"=rep(c("Wolf","Moose"),each=2)),
  data.frame("var"=rownames(m1), m2, "method"="dsem", "eq"=rep(c("Wolf","Moose"),each=2)),
  data.frame("var"=rownames(m1), m3, "method"="MARSS", "eq"=rep(c("Wolf","Moose"),each=2)),
  data.frame("var"=rownames(m1), m4, "method"="vars", "eq"=rep(c("Wolf","Moose"),each=2))
)
#knitr::kable( m1, digits=3)
#knitr::kable( m2, digits=3)

m = cbind(m, "lower"=m$Estimate-m$Std..Error, "upper"=m$Estimate+m$Std..Error )

# ggplot estimates ... interaction(x,y) causes an error sometimes
library(ggplot2)
library(ggpubr)
library(ggraph)
longform = reshape( isle_royale, idvar = "year", direction="long", varying=list(2:3), v.names="abundance", timevar="species", times=c("wolves","moose") )
p1 = ggplot( data=longform, aes(x=year, y=abundance) ) +
  facet_grid( rows=vars(species), scales="free" ) +
  geom_point( )

p2 = ggplot(data=m, aes(x=interaction(var,eq), y=Estimate, color=method)) +
  geom_point( position=position_dodge(0.9) ) +
  geom_errorbar( aes(ymax=as.numeric(upper),ymin=as.numeric(lower)),
                 width=0.25, position=position_dodge(0.9))  #
p3 = plot( as_fitted_DAG(fit, lag=1), rotation=0 ) +
     geom_edge_loop( aes( label=round(weight,2), direction=0)) + #arrow=arrow(), , angle_calc="along", label_dodge=grid::unit(10,"points") )
     expand_limits(x = c(-0.1,0) )

ggarrange( p1, p2, p3,
           labels = c("Time-series data", "Estimated effects", "Fitted path digram"),
           ncol = 1, nrow = 3)

Results again show that dsem can estimate parameters for a vector autoregressive model (VAM), and it exactly matches results from vars, using dynlm, or using MARSS.

Multi-causal ecosystem synthesis

We next replicate an analysis involving climate, forage fishes, stomach contents, and recruitment of a predatory fish.

data(bering_sea)
Z = ts( bering_sea )
family = rep('fixed', ncol(bering_sea))

# Specify model
sem = "
  # Link, lag, param_name
  log_seaice -> log_CP, 0, seaice_to_CP
  log_CP -> log_Cfall, 0, CP_to_Cfall
  log_CP -> log_Esummer, 0, CP_to_E
  log_PercentEuph -> log_RperS, 0, Seuph_to_RperS
  log_PercentCop -> log_RperS, 0, Scop_to_RperS
  log_Esummer -> log_PercentEuph, 0, Esummer_to_Suph
  log_Cfall -> log_PercentCop, 0, Cfall_to_Scop
  SSB -> log_RperS, 0, SSB_to_RperS

  log_seaice -> log_seaice, 1, AR1, 0.001
  log_CP -> log_CP, 1,  AR2, 0.001
  log_Cfall -> log_Cfall, 1, AR4, 0.001
  log_Esummer -> log_Esummer, 1, AR5, 0.001
  SSB -> SSB, 1, AR6, 0.001
  log_RperS ->  log_RperS, 1, AR7, 0.001
  log_PercentEuph -> log_PercentEuph, 1, AR8, 0.001
  log_PercentCop -> log_PercentCop, 1, AR9, 0.001
"

# Fit
fit = dsem( sem = sem,
            tsdata = Z,
            family = family,
            control = dsem_control(use_REML=FALSE, quiet=TRUE) )
ParHat = fit$obj$env$parList()
# summary( fit )

# Timeseries plot
oldpar <- par(no.readonly = TRUE)
par( mfcol=c(3,3), mar=c(2,2,2,0), mgp=c(2,0.5,0), tck=-0.02 )
for(i in 1:ncol(bering_sea)){
  tmp = bering_sea[,i,drop=FALSE]
  tmp = cbind( tmp, "pred"=ParHat$x_tj[,i] )
  SD = as.list(fit$sdrep,what="Std.")$x_tj[,i]
  tmp = cbind( tmp, "lower"=tmp[,2] - ifelse(is.na(SD),0,SD),
                    "upper"=tmp[,2] + ifelse(is.na(SD),0,SD) )
  #
  plot( x=rownames(bering_sea), y=tmp[,1], ylim=range(tmp,na.rm=TRUE),
        type="p", main=colnames(bering_sea)[i], pch=20, cex=2 )
  lines( x=rownames(bering_sea), y=tmp[,2], type="l", lwd=2,
         col="blue", lty="solid" )
  polygon( x=c(rownames(bering_sea),rev(rownames(bering_sea))),
           y=c(tmp[,3],rev(tmp[,4])), col=rgb(0,0,1,0.2), border=NA )
}
par(oldpar)

#
library(phylopath)
library(ggplot2)
library(ggpubr)
library(reshape)
library(gridExtra)
longform = melt( bering_sea )
  longform$year = rep( 1963:2023, ncol(bering_sea) )
p0 = ggplot( data=longform, aes(x=year, y=value) ) +
  facet_grid( rows=vars(variable), scales="free" ) +
  geom_point( )

p1 = plot( (as_fitted_DAG(fit)), edge.width=1, type="width",
           text_size=4, show.legend=FALSE,
           arrow = grid::arrow(type='closed', 18, grid::unit(10,'points')) ) +
     scale_x_continuous(expand = c(0.4, 0.1))
p1$layers[[1]]$mapping$edge_width = 1
p2 = plot( (as_fitted_DAG(fit, what="p_value")), edge.width=1, type="width",
           text_size=4, show.legend=FALSE, colors=c('black', 'black'),
           arrow = grid::arrow(type='closed', 18, grid::unit(10,'points')) ) +
     scale_x_continuous(expand = c(0.4, 0.1))
p2$layers[[1]]$mapping$edge_width = 0.5

#grid.arrange( arrangeGrob( p0+ggtitle("timeseries"),
#              arrangeGrob( p1+ggtitle("Estimated path diagram"),
#                           p2+ggtitle("Estimated p-values"), nrow=2), ncol=2 ) )
ggarrange(p1, p2, labels = c("Simultaneous effects", "Two-sided p-value"),
                    ncol = 1, nrow = 2)

These results are further discussed in the paper describing dsem.

Site-replicated trophic cascade

Finally, we replicate an analysis involving a trophic cascade involving sea stars predators, sea urchin consumers, and kelp producers.

data(sea_otter)
Z = ts( sea_otter[,-1] )

# Specify model
sem = "
  Pycno_CANNERY_DC -> log_Urchins_CANNERY_DC, 0, x2
  log_Urchins_CANNERY_DC -> log_Kelp_CANNERY_DC, 0, x3
  log_Otter_Count_CANNERY_DC -> log_Kelp_CANNERY_DC, 0, x4

  Pycno_CANNERY_UC -> log_Urchins_CANNERY_UC, 0, x2
  log_Urchins_CANNERY_UC -> log_Kelp_CANNERY_UC, 0, x3
  log_Otter_Count_CANNERY_UC -> log_Kelp_CANNERY_UC, 0, x4

  Pycno_HOPKINS_DC -> log_Urchins_HOPKINS_DC, 0, x2
  log_Urchins_HOPKINS_DC -> log_Kelp_HOPKINS_DC, 0, x3
  log_Otter_Count_HOPKINS_DC -> log_Kelp_HOPKINS_DC, 0, x4

  Pycno_HOPKINS_UC -> log_Urchins_HOPKINS_UC, 0, x2
  log_Urchins_HOPKINS_UC -> log_Kelp_HOPKINS_UC, 0, x3
  log_Otter_Count_HOPKINS_UC -> log_Kelp_HOPKINS_UC, 0, x4

  Pycno_LOVERS_DC -> log_Urchins_LOVERS_DC, 0, x2
  log_Urchins_LOVERS_DC -> log_Kelp_LOVERS_DC, 0, x3
  log_Otter_Count_LOVERS_DC -> log_Kelp_LOVERS_DC, 0, x4

  Pycno_LOVERS_UC -> log_Urchins_LOVERS_UC, 0, x2
  log_Urchins_LOVERS_UC -> log_Kelp_LOVERS_UC, 0, x3
  log_Otter_Count_LOVERS_UC -> log_Kelp_LOVERS_UC, 0, x4

  Pycno_MACABEE_DC -> log_Urchins_MACABEE_DC, 0, x2
  log_Urchins_MACABEE_DC -> log_Kelp_MACABEE_DC, 0, x3
  log_Otter_Count_MACABEE_DC -> log_Kelp_MACABEE_DC, 0, x4

  Pycno_MACABEE_UC -> log_Urchins_MACABEE_UC, 0, x2
  log_Urchins_MACABEE_UC -> log_Kelp_MACABEE_UC, 0, x3
  log_Otter_Count_MACABEE_UC -> log_Kelp_MACABEE_UC, 0, x4

  Pycno_OTTER_PT_DC -> log_Urchins_OTTER_PT_DC, 0, x2
  log_Urchins_OTTER_PT_DC -> log_Kelp_OTTER_PT_DC, 0, x3
  log_Otter_Count_OTTER_PT_DC -> log_Kelp_OTTER_PT_DC, 0, x4

  Pycno_OTTER_PT_UC -> log_Urchins_OTTER_PT_UC, 0, x2
  log_Urchins_OTTER_PT_UC -> log_Kelp_OTTER_PT_UC, 0, x3
  log_Otter_Count_OTTER_PT_UC -> log_Kelp_OTTER_PT_UC, 0, x4

  Pycno_PINOS_CEN -> log_Urchins_PINOS_CEN, 0, x2
  log_Urchins_PINOS_CEN -> log_Kelp_PINOS_CEN, 0, x3
  log_Otter_Count_PINOS_CEN -> log_Kelp_PINOS_CEN, 0, x4

  Pycno_SIREN_CEN -> log_Urchins_SIREN_CEN, 0, x2
  log_Urchins_SIREN_CEN -> log_Kelp_SIREN_CEN, 0, x3
  log_Otter_Count_SIREN_CEN -> log_Kelp_SIREN_CEN, 0, x4

  # AR1
  Pycno_CANNERY_DC -> Pycno_CANNERY_DC, 1, ar1
  log_Urchins_CANNERY_DC -> log_Urchins_CANNERY_DC, 1, ar2
  log_Otter_Count_CANNERY_DC -> log_Otter_Count_CANNERY_DC, 1, ar3
  log_Kelp_CANNERY_DC -> log_Kelp_CANNERY_DC, 1, ar4

  Pycno_CANNERY_UC -> Pycno_CANNERY_UC, 1, ar1
  log_Urchins_CANNERY_UC -> log_Urchins_CANNERY_UC, 1, ar2
  log_Otter_Count_CANNERY_UC -> log_Otter_Count_CANNERY_UC, 1, ar3
  log_Kelp_CANNERY_UC -> log_Kelp_CANNERY_UC, 1, ar4

  Pycno_HOPKINS_DC -> Pycno_HOPKINS_DC, 1, ar1
  log_Urchins_HOPKINS_DC -> log_Urchins_HOPKINS_DC, 1, ar2
  log_Otter_Count_HOPKINS_DC -> log_Otter_Count_HOPKINS_DC, 1, ar3
  log_Kelp_HOPKINS_DC -> log_Kelp_HOPKINS_DC, 1, ar4

  Pycno_HOPKINS_UC -> Pycno_HOPKINS_UC, 1, ar1
  log_Urchins_HOPKINS_UC -> log_Urchins_HOPKINS_UC, 1, ar2
  log_Otter_Count_HOPKINS_UC -> log_Otter_Count_HOPKINS_UC, 1, ar3
  log_Kelp_HOPKINS_UC -> log_Kelp_HOPKINS_UC, 1, ar4

  Pycno_LOVERS_DC -> Pycno_LOVERS_DC, 1, ar1
  log_Urchins_LOVERS_DC -> log_Urchins_LOVERS_DC, 1, ar2
  log_Otter_Count_LOVERS_DC -> log_Otter_Count_LOVERS_DC, 1, ar3
  log_Kelp_LOVERS_DC -> log_Kelp_LOVERS_DC, 1, ar4

  Pycno_LOVERS_UC -> Pycno_LOVERS_UC, 1, ar1
  log_Urchins_LOVERS_UC -> log_Urchins_LOVERS_UC, 1, ar2
  log_Otter_Count_LOVERS_UC -> log_Otter_Count_LOVERS_UC, 1, ar3
  log_Kelp_LOVERS_UC -> log_Kelp_LOVERS_UC, 1, ar4

  Pycno_MACABEE_DC -> Pycno_MACABEE_DC, 1, ar1
  log_Urchins_MACABEE_DC -> log_Urchins_MACABEE_DC, 1, ar2
  log_Otter_Count_MACABEE_DC -> log_Otter_Count_MACABEE_DC, 1, ar3
  log_Kelp_MACABEE_DC -> log_Kelp_MACABEE_DC, 1, ar4

  Pycno_MACABEE_UC -> Pycno_MACABEE_UC, 1, ar1
  log_Urchins_MACABEE_UC -> log_Urchins_MACABEE_UC, 1, ar2
  log_Otter_Count_MACABEE_UC -> log_Otter_Count_MACABEE_UC, 1, ar3
  log_Kelp_MACABEE_UC -> log_Kelp_MACABEE_UC, 1, ar4

  Pycno_OTTER_PT_DC -> Pycno_OTTER_PT_DC, 1, ar1
  log_Urchins_OTTER_PT_DC -> log_Urchins_OTTER_PT_DC, 1, ar2
  log_Otter_Count_OTTER_PT_DC -> log_Otter_Count_OTTER_PT_DC, 1, ar3
  log_Kelp_OTTER_PT_DC -> log_Kelp_OTTER_PT_DC, 1, ar4

  Pycno_OTTER_PT_UC -> Pycno_OTTER_PT_UC, 1, ar1
  log_Urchins_OTTER_PT_UC -> log_Urchins_OTTER_PT_UC, 1, ar2
  log_Otter_Count_OTTER_PT_UC -> log_Otter_Count_OTTER_PT_UC, 1, ar3
  log_Kelp_OTTER_PT_UC -> log_Kelp_OTTER_PT_UC, 1, ar4

  Pycno_PINOS_CEN -> Pycno_PINOS_CEN, 1, ar1
  log_Urchins_PINOS_CEN -> log_Urchins_PINOS_CEN, 1, ar2
  log_Otter_Count_PINOS_CEN -> log_Otter_Count_PINOS_CEN, 1, ar3
  log_Kelp_PINOS_CEN -> log_Kelp_PINOS_CEN, 1, ar4

  Pycno_SIREN_CEN -> Pycno_SIREN_CEN, 1, ar1
  log_Urchins_SIREN_CEN -> log_Urchins_SIREN_CEN, 1, ar2
  log_Otter_Count_SIREN_CEN -> log_Otter_Count_SIREN_CEN, 1, ar3
  log_Kelp_SIREN_CEN -> log_Kelp_SIREN_CEN, 1, ar4
"

# Fit model
fit = dsem( sem = sem,
            tsdata = Z,
            control = dsem_control(use_REML=FALSE, quiet=TRUE) )
# summary( fit )

#
library(phylopath)
library(ggplot2)
library(ggpubr)
get_part = function(x){
  vars = c("log_Kelp","log_Otter","log_Urchin","Pycno")
  index = sapply( vars, FUN=\(y) grep(y,rownames(x$coef))[1] )
  x$coef = x$coef[index,index]
  dimnames(x$coef) = list( vars, vars )
  return(x)
}
p1 = plot( get_part(as_fitted_DAG(fit)), type="width", show.legend=FALSE)
p1$layers[[1]]$mapping$edge_width = 0.5
p2 = plot( get_part(as_fitted_DAG(fit, what="p_value" )), type="width",
           show.legend=FALSE, colors=c('black', 'black'))
p2$layers[[1]]$mapping$edge_width = 0.1

longform = melt( sea_otter[,-1], as.is=TRUE )
longform$X1 = 1999:2019[longform$X1]
longform$Site = gsub( "log_Kelp_", "",
                gsub( "log_Urchins_", "",
                gsub( "Pycno_", "",
                gsub( "log_Otter_Count_", "", longform$X2))))
longform$Species = sapply( seq_len(nrow(longform)), FUN=\(i)gsub(longform$Site[i],"",longform$X2[i]) )
p3 = ggplot( data=longform, aes(x=X1, y=value, col=Species) ) +
  facet_grid( rows=vars(Site), scales="free" ) +
  geom_line( )

ggarrange(p1 + scale_x_continuous(expand = c(0.3, 0)),
                    p2 + scale_x_continuous(expand = c(0.3, 0)),
                    labels = c("Simultaneous effects", "Two-sided p-value"),
                    ncol = 1, nrow = 2)

Again, these results are further discussed in the paper describing dsem.