For a start, R is free, and with RStudio to run it it's getting very useable. 

R is also far more powerful than SPSS. SPSS has no great presence in economics for good reasons. 

I'd recommend you take the DataCamp basic R course (take notes as you go!) and get to grips with R

Use the book by Muechen (2009) R for SAS and SPSS Users. It helps you learn how to translate SPSS to R and vice versa for the most common operations you want to do. I use an integration of SPSS and R (R 3.2.2. runs inside SPSS 24). Data-manipulation is easier in SPSS but R has more analytic features. I use it to perform IRT analysis, but also to perform SEM, Text- and Datamining.

I would agree with both of the previous posters (definitely get R Studio - I'd also recommend familiarizing yourself with R Notebooks and R Markdown for reporting and documentation). Tools like SPSS don't give you the flexibility to adapt to the times and the newer techniques like R does. One should note that R has caveats that SPSS does not. R is built for the community by the community so make sure you select the packages you chose to use with that in mind. Check package documentation and reach out to the authors if you find inconsistencies. Many packages are thoroughly documented and you can add valuable skills to your resume by assisting in the creation of additional features. 

On additional caveat - you may need to look at virtual desktop and cloud computing options (AWS, etc.) depending on the size of your data. Local R uses the space available on your machine which may not be the same if you are using a network version of SPSS.

For the problem you mention - one good package would be: https://cran.r-project.org/web/packages/markovchain/markovchain.pdf

Read more about it here:

• https://cran.r-project.org/web/packages/markovchain/vignettes/an_introduction_to_markovchain_package.pdf
• https://cran.r-project.org/web/packages/markovchain/vignettes/markovchainCrashIntro.pdf