Continuous-time (CT) models are a flexible approach for modeling longitudinal data of psychological constructs. When using CT models, a researcher can assume one underlying continuous function for the phenomenon of interest. In principle, these models overcome some limitations of discrete-time (DT) models and allow researchers to compare findings across measures collected using different time intervals, such as daily, weekly, or monthly intervals. Theoretically, the parameters for equivalent models can be rescaled into a common time interval that allows for comparisons across individuals and studies, irrespective of the time interval used for sampling. In this study, we carry out a Monte Carlo simulation to examine the capability of CT autoregressive (CT-AR) models to recover the true dynamics of a process when the sampling interval is different from the time scale of the true generating process. We use two generating time intervals (daily or weekly) with varying strengths of the AR parameter and assess its recovery when sampled at different intervals (daily, weekly, or monthly). Our findings indicate that sampling at a faster time interval than the generating dynamics can mostly recover the generating AR effects. Sampling at a slower time interval requires stronger generating AR effects for satisfactory recovery, otherwise the estimation results show high bias and poor coverage. Based on our findings, we recommend researchers use sampling intervals guided by theory about the variable under study, and whenever possible, sample as frequently as possible. (PsycInfo Database Record (c) 2023 APA, all rights reserved).