arima.sim (non-normal error)

["Hendry Raharjo" <g0402718@nus.edu.sg>]

Dear List Members,

 

Could anyone help how to generate Arima(p,d,q) model data with non-normal error using Splus’ arima.sim?

 

for example: ARIMA (1,1,1) with Gamma distributed error (error mean=5, error variance=2)

 

Thank you very much,

 

Regards,

hendry