# How to forecast bond price with time series

I have the goal of being able to develop a model that can forecast the future prices of european government bond (or other private bonds), particularly from the historical prices and returns of the bonds. However I do not know really how to start. In fact I have just graduated in quantitative finance course, but I never deepened so the thing to be able to develop a model. Someone has advices to know how to start? Maybe simply pointing some papers dealing with the subject. I would use something to not only theoretical, but that explains step by step how to build the model. I conclude by saying that I know well enough R and C language, so I might even consider a model based on monte carlo simulation for example.