This work aims at reassessing classical conceptions of personality traits and states as well as variability related to global self-esteem and physical self, from an idiographic and dynamic approach. This research emphasizes the iterative functioning for adults which corresponds to a simple exponential smoothing model thought as a dynamical adjustment. Moreover, time series are characterized by a fractal process (pink noise) which suggests that the self can be conceived as a complex dynamical system. These conclusions led us reinvestigating the hierarchical structure of global self-esteem and physical self, as well as its functioning using time series analysis. Surpassing recurrent limitations of classical approaches, the application of Dynamical Systems Theory allows providing new insights concerning the mechanisms by which dimensions are interconnected and especially the direction of the causal flow in the model. In conclusion, we provide a heuristic for theory construction, methodology perspectives and clinical applications.