I'm not really sure this article is a great one. I don't mean that to demean the author, the rest of his blog is a decent resource for people who want a good 1000 foot view of the basics of quant finance as it relates to trading, you won't find much useful for pricing for instance. This article on the same site is a follow up and does a better job explaining the material IMHO....

https://www.quantstart.com/articles/Serial-Correlation-in-Ti...

If you want a good beginner tutorial, these are the ones I recommend most to people.

http://a-little-book-of-r-for-time-series.readthedocs.org/en...

http://www.stat.pitt.edu/stoffer/tsa3/R_toot.htm

and if you want a bit more rigorous presentation then I recommend this book:

http://www.springer.com/us/book/9780387759661