The overall objective of this paper is to present the development of a spatial multivariate dynamic linear model (DLM) modeling the water consumption of growing pigs throughout the entire growth periods. The water consumption from multiple pens in multiple sections are monitored simultaneously by flow meters in both a commercial herd of finisher pigs (30–110 kg) and a research facility herd of weaner pigs (7–30 kg). The diurnal drinking patterns are modeled by a multivariate DLM, which is superpositioned by four sub-models describing three harmonic waves and a growth trend. The overall hypothesis of this paper is that pens and sections in a herd of growing pigs are correlated, and that this correlation can be modeled using model parameters defined at different spatial levels. Therefore seven model versions are defined to reflect a variety of temporal correlation structures between the monitored drinking patterns. The model versions were trained on learning data of the two herds, and run on separate test data sets from the herds. Their ability to fit the test data is measured as mean square error (MSE). Results for the finisher herd indicate that drinking patterns from pens within the same section are correlated (MSE = 13.850). For the weaner herd, results indicate an inverse relation between the degree of correlation and the model fit. Thus, the best fit (MSE = 1.446) is found for the model version expressing least correlation in data from pens across the herd.