This guide will first address the definition of a time series and the analysis of its various components using examples (Chapter 2). Later in this chapter, we will introduce the concept of a process, the theoretical foundation necessary for the formalization of time series. This will be followed by a few examples of processes, and we will conclude by discussing the benefits of using time series. Chapter 3 will be devoted to generalized linear and additive models, which are extremely useful tools in many areas of statistics and epidemiology. The fitting methods specific to these models will round out this chapter. Chapter 4 will cover the general principles of time series modeling, while discussing the strengths and weaknesses of the proposed models. The following chapter (Chapter 5) will present the basic features of the S-PLUS® software (commands, data manipulation) and provide an overview of the commands specific to the modeling process. Using examples, we will detail, in the sixth and final chapter, the various stages of modeling, explaining the rationale behind the choices made at each stage and describing the relevant commands in S-PLUS®.