Supplementary Table 1. Model Fit Indices for Each of the Models Examining Covariation

Supplementary Table 1. Model fit indices for each of the models examining covariation in symptoms of depression and anxiety.

RMS GAD 2 p value df BIC CFI EA Parallel process growth curve model 62.32 0.000 7 37659.75 0.93 0.075 Auto-regressive cross-lagged model 30.84 0.000 4 37653.36 0.96 0.070 AR Model with covariates 58.87 0.000 10 43917.65 0.95 0.058 ALT Model 4.90 0.298 4 37610.57 0.99 0.013 ALT Model with covariates 15.53 0.361 14 43937.58 0.99 0.008 Social Anxiety Parallel process growth curve model 67.05 0.000 7 37341.96 0.93 0.078 Auto-regressive cross-lagged model 29.28 0.000 4 37326.48 0.97 0.067 AR Model with covariates 39.20 0.000 10 43652.21 0.97 0.045 ALT Model 27.29 0.000 4 37305.51 0.97 0.064 ALT Model with covariates 26.90 0.019 14 43610.81 0.99 0.025 Separation Anxiety Parallel process growth curve model 71.01 0.000 7 36258.70 0.91 0.080 Auto-regressive cross-lagged model 24.92 0.000 4 36220.12 0.97 0.061 AR Model with covariates 33.31 0.000 10 42416.55 0.98 0.040 ALT Model 27.90 0.000 4 36213.08 0.97 0.065 ALT Model with covariates 38.32 0.005 14 42399.31 0.98 0.035 Physical Symptoms Parallel process growth curve model 83.60 0.000 7 37547.79 0.92 0.088 Auto-regressive cross-lagged model 29.77 0.000 4 37413.51 0.97 0.067 AR Model with covariates 39.34 0.000 10 43518.53 0.98 0.045 ALT Model 17.99 0.000 4 37383.39 0.99 0.050 ALT Model with covariates 34.56 0.002 14 43487.68 0.98 0.032 Supplementary Figure 1. GAD and Social anxiety growth over time at mean and high initial levels of depressive symptoms.

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y 12 S

y t i e x n A 10

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Social Anxiety at Mean Depression Social Anxiety at +1 SD Depression GAD at Mean Depression GAD at +1 SD Depression Supplementary Figure 2. Prospective effects of depressive trajectory deflections on trajectory deflections in physical anxiety symptoms.

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e 9 v i s s e r p e D 8

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Predicted Depression Trajectory Depression Trajectory with +1 SD increase in Anxiety symptoms at Time 1