MMA9 includes a fair number of functions and symbols that seem to overlap with the old TimeSeries package. The new features are documented here and the old material is documented here. Some of the names are 'same-only-different:' for example, the old package has
ARMAModel and the new built-in has
ARMAProcess. The argument list and meaning appear to be the same.
I'd like to know if the old package is obsoleted by the new features, or is there still enough utility in the old package to justify its price (around $300)? I can't find a try-before-buy option on the package, so this question seems difficult to answer on my own.