Researchers have long recognized the utility of the diary method for studying variations in thoughts, feelings, and behaviors. Drawing on the idea that daily events have consequences that are realized both "in the moment" and prospectively over time, we describe a conceptual and statistical framework emphasizing the temporal aspect of diary data. Including temporal effects (i.e., Lagged and concurrent x Lagged terms) expands the scope of the hypothesis being tested by allowing the researcher to examine the association between prior day’s event on the current day’s outcome, as well as the extent to which a prior day’s event makes an individual more or less responsive to an event today. Finally, we provide a detailed description of the procedures necessary to prepare the dataset, and secondary analysis of data from a recently published study illustrates our recommendations.