Rotate local coordinate axes of a FBX model

I would like to rotate the local coordinate axes of an .FBX model I loaded. Specifically I would like to rotate the coordinate axes of the right arm 90 degress around the Z-axis.

So when I apply rightArm.rotation.z = 90* Math.PI / 180; it should change direction to follow the new coordinate system.

This fiddle show the model and the local coordinate axis of the arm:

Just to be clear, I dont want to rotate the mesh/arm, but only the coordinate axes that define the arms rotation. Is that possible?