The R environment for programming and statistical computation (CRAN) is an essential tool of thought that I use every day in my teaching and research.  In addition to providing a powerful standalone software system, R interfaces to Excel, Mathematica and SPSS are available.  A recent state-of-the-art survey of time series computing with R is given in my paper with Hao Yu and Esam Mahdi, “Time Series Analsis with R” http://www.stats.uwo.ca/faculty/aim/tsar/

I was mentioned in a recent Blog (May 2, 2013) for the number of R packages that I maintain:

http://blog.revolutionanalytics.com/2013/05/how-r-grows.html

http://revolution-computing.typepad.com/.a/6a010534b1db25970b019101b3cb3d970c-pi

 

Here are the list current packages that I maintain:

Kendall: Kendall rank correlation and Mann-Kendall trend test
http://cran.r-project.org/web/packages/Kendall/index.html

FitAR: Subset AR Model Fitting
http://cran.r-project.org/web/packages/FitAR/index.html

portes: Portmanteau Tests for Univariate and Multivariate Time Series Models
http://cran.r-project.org/web/packages/portes/index.html

ltsa: Linear time series analysis
http://cran.r-project.org/web/packages/ltsa/index.html

FGN: Fractional Gaussian Noise and hyperbolic decay time series model fitting
http://mirrors.dotsrc.org/cran/web/packages/FGN/index.html

arfima: Fractional ARIMA Time Series Modeling
http://r.meteo.uni.wroc.pl/web/packages/arfima/index.html

deseasonalize: Optimal deseasonalization for geophysical time series using AR fitting
http://cran.r-project.org/web/packages/deseasonalize/index.html

JohnsonDistribution: Johnson Distribution
http://cran.r-project.org/web/packages/JohnsonDistribution/index.html

pear: Package for Periodic Autoregression Analysis
http://cran.r-project.org/web/packages/pear/index.html

hcc: Hidden correlation check
http://cran.r-project.org/web/packages/hcc/

mleur: Maximum likelihood unit root test
http://cran.r-project.org/web/packages/mleur/

bestglm: Best Subset GLM
http://cran.r-project.org/web/packages/bestglm/

ascrda: Augmented SCRDA
http://cran.r-project.org/web/packages/ascrda/

rwm: R Workspace Management
http://cran.r-project.org/web/packages/rwm/