The purpose of the study was to examine the relationships of process variables derived from the cognitive model of bulimia nervosa (BN) and weekly outcome. The participants were 39 patients with BN or subthreshold bulimia consecutively admitted to an inpatient treatment program for bulimia. Theory-derived process and outcome variables were measured repeatedly during the course of therapy with a gap of a week between each measurement. The data were analysed with time series methods (ARIMA). Weekly variations in the process variables: self-efficacy about resisting binge eating, dysfunctional beliefs, negative affect and positive affect influenced variations in subsequent outcome, whereas weekly outcome did not influence subsequent process. These results are consistent with the cognitive model of BN and suggest that self-efficacy, dysfunctional beliefs, negative affect and positive affect are potential targets for treatment that need further investigation. Copyright © 2010 John Wiley & Sons, Ltd and Eating Disorders Association.