R has the builtin ts library, and also see this Task View with literally hundreds of packages: https://cran.r-project.org/web/views/TimeSeries.html https://cran

R has the builtin ts library, and also see this Task View with literally hundreds of packages: https://cran.r-project.org/web/views/TimeSeries.html https://cran.r-project.org/web/views/TimeSeries.html