Combine cranberries, apples, raisins, and water in a flat-bottomed kettle. Bring to a boil; reduce heat, and simmer, stirring frequently, 10 minutes or until cranberries are tender. Divide mixture into 4 equal portions.
Return one portion of cranberry mixture to kettle. Add one fourth of orange rind and juice and 3 cups sugar; stir well. Bring to a boil; boil, stirring frequently, until mixture registers 220° on a candy thermometer or until mixture sheets from a cold metal spoon. Add one-fourth of pecans; stir well. Remove from heat; skim off foam.
Ladle conserve into hot sterilized jars, leaving 1/4-inch headspace. Cover with metal lids, and screw bands tight. Process in boiling-water bath 15 minutes. Repeat procedure 3 times, using one-fourth of remaining ingredients each time.