generate strictly positive values using arima.sim in R

Question

I am going to generate an ARIMA(0, 1, 1) series with 60 observations. I want them to be strictly positive for all moving average parameters (ma) while the series still follows an ARIMA(0, 1, 1) process. Can I do that using arima.sim?

arima.sim(n=100, model=list(ma=-0.9, order=c(0, 1, 1)))

This command give me both positive and negative values.

Answer 1

The sample space of an ARIMA process is the whole real line, so it is impossible to guarantee that the simulated values will be positive.

You could just add a constant to all values to make them positive. Or could you take the exponential of the simulated values.