For many years now, researchers have documented evidence of fractal scaling in psychological time series. Explanations of fractal scaling have come from many sources but those that have gained the most traction in the literature are theories that suggest fractal scaling originates from the interactions among the multiple scales that make up behavior. Those theories, originating in the study of dynamical systems, suffer from the limitation that fractal analysis reveals only indirect evidence of multiscale interactions. Multiscale interactions must be demonstrated directly because there are many means to generate fractal properties. In two experiments, participants performed a pursuit tracking task while I recorded multiple behavioral and physiological time series. A new analytical technique, multiscale lagged regression, was introduced to capture how those many psychological time series coordinate across multiple scales and time. The results were surprising in that coordination among psychological time series tends to be oscillatory in nature, even when the series are not oscillatory themselves. Those and other results demonstrate the existence of multiscale interactions in psychological systems.