ARMA and ARIMA modeling

I'd like to play with ARIMA models of stock prices, but I am a complete novice.
Could some kind soul explain the relationship among packages "ts", "tseries",
"dse", "dse2", and "fracdiff"?  Are they 'competing' products or does one
depend on another?  Where would be the best place for a novice to begin?
Thanks for any advice.

PS. I have Venables & Ripley's MASS (3rd ed), and the "R Complements" paper, to
work from.

-- David Brahm (brahm at alum.mit.edu)
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._