AlaVar
Freeware to compute the three Allan Standard Deviations of a time series.

Brodgar
Program package used for estimating common trends, seasonal components and cycles in short, non-stationary multivariate time series. Based on dynamic factor analysis.

CaterpillarSSA
Based on the model-free method of time series analysis Caterpillar-SSA (Singular Spectrum Analysis). The result of the Caterpillar-SSA processing is identification, analysis and forecast of additive components of time series (trends, periodicities, noise). The program can be applied to multivariate analysis/forecasting and change-point detection.

DEMETRA
Free user-friendly interface to Tramo/Seats and X-12-Arima for automated applications and for detailed time series analysis.

Neuro: Dynamic Time Series Analysis
Features the visualization of the multi-channel, multi-frequency digitized data, discrimination, correlation analysis, spectrum, expected density and other functions.