Check out Octave...it is a Matlab clone... I do not know if it has these functions, but finding a TimeSeries module that has them should not be too tough... nitro
I would certainly recommend R it beats the shit out of most other enviroments and its got some great libraries inside it.
WinIDAMS is a software package for the validation, manipulation and statistical analysis of data, developed by the UNESCO Secretariat in co-operation with experts from various countries. http://portal.unesco.org/ci/ev.php?URL_ID=2070&URL_DO=DO_TOPIC&URL_SECTION=201&reload=1034774523