add some tests

.travis.yml

@@ -0,0 +1,30 @@
+language: julia
+os:
+  - linux
+  - windows
+  - osx
+
+julia:
+  - 1
+  - 1.0
+  # - nightly
+
+before_script:
+  - git config --global user.name "GitUser"
+  - git config --global user.email "git@us.er"
+
+matrix:
+  allow_failures:
+    - julia: nightly
+  fast_finish: true
+  include:
+    - stage: "Documentation"
+      julia: 1
+      os: linux
+      script:
+        - julia --project=docs/ -e 'using Pkg; Pkg.develop(PackageSpec(path=pwd()));
+                                    Pkg.instantiate();'
+        - julia --project=docs/ docs/make.jl
+      after_success: skip
+notifications:
+  email: false

Project.toml

@@ -12,3 +12,10 @@ Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 [compat]
 julia = "1"
 StaticArrays = "0.12"
+
+[extras]
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
+
+[targets]
+test = ["Test", "Statistics"]

src/ARFIMA.jl

@@ -148,8 +148,9 @@ max(P+1, ceil(Int, log(0.001)/log(maximum(abs, φ))))
 
 """
     autoregressive(N, Z, φ::SVector{P}) -> X
-Generate an autoregressive process based on input noise term `Z`.
+Generate an autoregressive process of length `N` based on input noise term `Z`.
 This is used in both ARFIMA and ARMA.
+The noise term must have at least `N+P` elements.
 """
 function autoregressive(N, Z, φ::SVector{P}) where {P}
     L = length(Z) - N; @assert L > P

test/runtests.jl

@@ -0,0 +1,21 @@
+using Test, ARFIMA, Statistics
+
+N = 1000
+σ = 2.3
+
+x = arfima(N, σ, nothing) # white noise
+@test abs(std(x) - σ) < 1
+@test length(x) == N
+
+x = arfima(N, σ, nothing, SVector(0.2, 0.2))
+@test length(x) == N
+@test all(!isinf, x)
+x = arfima(N, σ, nothing, SVector(0.2,0.2), SVector(0.1))
+@test length(x) == N
+@test all(!isinf, x)
+x = arfima(N, σ, 1, SVector(0.02,0.02), SVector(0.01))
+@test length(x) == N
+@test all(!isinf, x)
+x = arfima(N, σ, 0.25, SVector(0.02,0.02), SVector(0.01))
+@test length(x) == N
+@test all(!isinf, x)