The tourists won both series 2-1 ahead of a three-match Test series against the Black Caps next month.
The limited overs coach told reporters: "It's a very proud moment. I played here in 2002, and we got beaten.
"Coming here, we knew New Zealand would be very difficult to beat, on their home soil. They like to play it up that they're always the underdogs, even here.
"To have gone 1-0 down in this series and come back and win it is very impressive. The performances, particularly with the ball in the last two games, have been outstanding."
The first Test gets underway in Dunedin on March 5.