I am an advocate for R and LaTeX. Both are free and are supported by a friendly community of active users. I encourage any first-time users or those considering becoming users to search for basic packages and tutorials online. I teach R to undergraduates and both to graduate students.
Andrew Q. Philips and I maintain programs in R and Stata to estimate the ARDL-bounds procedure for cointegration and provide dynamically simulated inferences in ARDL models. Both live under the umbrella of dynamac. Instructions for downloading and using either version can be found on Github. Additionally, the R source files, binaries, vignettes, and manuals are available on CRAN. I'm the maintainer of the R version: you can contact me directly with suggestions or bugs. We have a broader interest in quantities of interest derived from stochastic simulations generally, and we are exploring that interest in an ongoing set of projects.
Garrett N. Vande Kamp, Reshi Rajan and I maintain the R package tseffects for post-estimation interpretation of time series quantities of interest from ARDL/GECM models, including inferences from conditional relationships. Instructions for downloading and using the package can be found on Github. Additionally, the R source files, binaries, vignettes, and manuals are available on CRAN. I'm the maintainer of the R version: you can contact me directly with suggestions or bugs.
Andy and I also have a simple program, qdmean, for quasi-demeaning variables used in random effects models (to allow for better substantive inferences).