Using person-specific methodology, this study examined social anxiety in vulnerable university freshman as they adjusted to the first semester of college. Following existing cognitive behavioral theories, it was proposed that fear of negative evaluation leads to maladaptive cognitive processes (anticipatory processing and rumination) which influence socially avoidant behaviors. It was further hypothesized that a number of across time processes affect future social anxiety and social avoidance. Accordingly, time series analyses were conducted in which both within time and across time relations were examined. An aggregated model confirmed the within time hypotheses and indicated stability in social anxiety over time. However, individual models, using person-specific analyses, indicated more complex and variable results. The hypothesized within time relations generally held for individuals with variability in the models being most commonly centered on the influence of one of the two cognitive factors. However, for a few individuals a separation between affective processes and behavioral processes was evident. Across time, stability of social anxiety was found for half of the participants. A number of other across time relations emerged, but with high variability between subjects. This study demonstrates the important of utilizing person-specific methodology in order to assess the validity of the processes found in aggregated models (using groups or samples) for specific individuals. Important differences in individual models have major implications for treatment and intervention.