Getting R plots into LaTeX?

I'm a newbie to both R and LaTeX and have just recently found how to plot a standard time series graph using R and save it as a png image. What I'm worried about is that saving it as an image and then embedding it into LaTeX is going to scale it and make it look ugly. Is there a way to make R's `plot()` function output a vector graphic and embed that into LaTeX? I'm a total beginner in both so please be gentle :) Code snippets are highly appreciated!

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