If you have enough income, you can sponsor your parents and sister as a package deal but it takes a long time, 3-4 years minimum. If you did that, of course your parents would not have to move. They can all activate their PR's, your parents lose theirs eventually for not living in Canada but your sister would keep hers.
Like Swede says, your sister could apply for a student visa and later find ways of applying for PR herself, for example through Canadian experience class but international fees are not the lowest in Canada.
if you live in AB, SK or MB, you could look into family stream PNP. You and your sister would have to meet certain requirements for funds, education etc. and she would have to be at least 18 but it depends on the province. If you live in one of those provinces and your parents do not want to move, you could look into how you and your sister can work on meeting the requirements for PNP sponsorship. It would most likely be faster than sponsoring your sister and parents together.