It really depends how much you want to pay and what system you are using.
You may be able to use MS excel or whatever Mac has as a spreadsheet by creating columns for a, b, x, Y (at t - 1) and simply creating a formula in another column (say Column Y =(cellA)+((cellB)*(cellX))+(CellYt-1) where Y at t=0 = 0. Excel however produces crap graphs
If you feel like coding (command line stuff but really well referenced) try R. You can do anything and the visualistion and graphing options are publication quality if you play around long enough.
I have attached a weblink for statistical software on the web, most of which is free but may take some time to setup and learn. Probably the easiest are the excel add-ins down the bottom (if you have excel)
There are also a bunch of purchaseable software packages such as SAS, SPSS, S+, Maple etc ranging from a couple of hundred dollars to thousands but if you have coped so far you might like to consider whether you really need them and how often you willbe using them.
Hope this helps