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
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/