<p>Supplementary Table 1. Model fit indices for each of the models examining covariation in symptoms of depression and anxiety.</p><p>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.</p><p>18</p><p>16</p><p>14 s m o t p m</p><p> y 12 S</p><p> y t i e x n A 10</p><p>8</p><p>6 0 0.5 1 1.5 2 2.5 Time</p><p>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.</p><p>12</p><p>11</p><p>10 s m o t p m y S</p><p> e 9 v i s s e r p e D 8</p><p>7</p><p>6 0 0.5 1 1.5 2 2.5 Time</p><p>Predicted Depression Trajectory Depression Trajectory with +1 SD increase in Anxiety symptoms at Time 1</p>