Reference

Time Series Models
WN()	Create an White Noise (WN) Process
DR()	Create an Drift (DR) Process
QN()	Create an Quantisation Noise (QN) Process
RW()	Create an Random Walk (RW) Process
GM()	Create a Gauss-Markov (GM) Process
AR()	Create an Autoregressive P [AR(P)] Process
AR1()	Definition of an Autoregressive Process of Order 1
MA()	Create an Moving Average Q [MA(Q)] Process
ARMA()	Create an Autoregressive Moving Average (ARMA) Process
ARIMA()	Create an Autoregressive Integrated Moving Average (ARIMA) Process
SARMA()	Create a Seasonal Autoregressive Moving Average (SARMA) Process
SARIMA()	Create a Seasonal Autoregressive Integrated Moving Average (SARIMA) Process
SIN()	Definition of a Sinusoidal (SIN) Process
MAT()	Definition of a Matérn Process
FGN()	Definition of a Fractional Gaussian Noise (FGN) Process
PLP()	Definition of a Power Law Process
Time Series Simulation
gts()	Create a simts TS object using time series data
gen_gts()	Simulate a simts TS object using a theoretical model
lts()	Generate a Latent Time Series Object from Data
gen_lts()	Generate a Latent Time Series Object Based on a Model
gen_ar1blocks()	Generate AR(1) Block Process
gen_bi()	Generate Bias-Instability Process
gen_nswn()	Generate Non-Stationary White Noise Process
Time Series Descriptive Analysis
plot(<gts>)	Plot simts Time Series Data
plot(<lts>)	Plot Latent Time Series Object
auto_corr()	Empirical ACF and PACF
plot(<PACF>)	Plot Partial Auto-Covariance and Correlation Functions
corr_analysis()	Correlation Analysis Functions
compare_acf()	Comparison of Classical and Robust Correlation Analysis Functions
Time Series Model Estimation
estimate()	Fit a Time Series Model to Data
Time Series Diagnostic Tools
check()	Diagnostics on Fitted Time Series Model
Model selection of SARIMA models
select()	Time Series Model Selection
Kalman Filtering
Miscellanea
RW2dimension()	Function to Compute Direction Random Walk Moves
ar1_to_gm()	Transform AR1 to GM
gm_to_ar1()	Transform GM to AR1