Results obtained with interindividual techniques in a representative sample of a population are not necessarily generalizable to the individual members of this population. In this article the specific condition is presented that must be satisfied to generalize from the interindividual level to the intraindividual level. A way to investigate whether this condition is satisfied is by means of multivariate time series analysis. More generally, time series analysis can be used to investigate psychological processes situated within individuals. In this article we consider a well established class of multivariate stationary time series models that may be used to study the intraindividual covariance structure. We demonstrate the application of some of these models with an empirical example consisting of state measurements of behavior associated with the Five Factor Model of Personality. We illustrate how one can investigate whether individuals are similar with respect to their intraindividual structure of variation, and whether this structure is similar to the structure of interindividual variation.