Discrete-Time and Continuous-State Processes 

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X procs = {MAProcess[{.3, -.5}, 0.1], ARProcess[{.3, -.5}, .1], ARMAProcess[{-.3, .1}, {.4}, 0.1], ARIMAProcess[{-.1}, 1, {.2}, .1], SARMAProcess[{.5}, {.2}, {12, {.8}, {-.2}}, 0.1], SARIMAProcess[{.3}, 1, {.2}, {12, {.4}, 3, {.2}}, 0.1], FARIMAProcess[{}, .3, {}, 0.1], CompoundRenewalProcess[PascalDistribution[1, 1/3], NormalDistribution[]]};

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X data = RandomFunction[#, {0, 25}] & /@ procs;

In[3]:=

X plots = Table[ ListPlot[data[[i]], PlotLabel -> Head[procs[[i]]], PlotRange -> All, Filling -> Axis, FillingStyle -> RandomChoice[ColorData[45, "ColorList"]]], {i, Length[procs]}]

Discrete-time and continuous-state processes.

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