If you are interested in computational finance number crunching, there are some decent parts of the R ecosystem. You can look at an overview of R for time series analysis here: [
cran.r-project.org]
Some packages will be not so great, some great. R is often used for prototyping the numerics before re-implementing in C++ or something like that for better performance or integration.
The "rmetrics" project aims to provide infrastructure for general computational finance stuff. [
www.rmetrics.org]. They have a time series package.
And there are books written around this stuff which you could follow along with if motivated. Particularly if you can read matrix equations and convert that sort of thing to MATLAB-level code, you should be able to build an input/output type program here.
You can use a sheet like this to see what sort of things you're going to be writing yourself if you don't use a time series library (whatever language): [
cran.r-project.org]