Added several tests

test/tests.jl

 module SystemIdentificationTests
-export run_tests()
+export run_tests
 using SystemIdentification
 
+
+macro test(text,x)
+
+    return :(begin
+                 global success = 0
+                 global fail = 0
+                 print("Testing ",$text, ": ")
+                 try
+                     $x
+                     if fail == 0
+                         print_with_color(:green, "Success: $success\n")
+                     else
+                         print_with_color(:green, "Success: $success, ")
+                         print_with_color(:red, "Failed: $fail\n")
+                     end
+                 catch ex
+                     print_with_color(:red, "Failed: ")
+                     print(ex, "\n")
+                 end
+             end)
+end
+
+macro tassert(x)
+    return :(begin
+                 try
+                     @assert $x
+                     success += 1
+                 catch ex
+                     if isa(ex,AssertionError)
+                         print_with_color(:red, "Error: ")
+                         print(ex.msg, " ")
+                         fail += 1
+                     else
+                         rethrow(ex)
+                     end
+                 end
+             end)
+end
+
 function run_tests()
-    @assert isa(1,Polynom)
-    @assert isa(1.0,Polynom)
-    @assert isa([1.0; 1.0],Polynom)
-    @assert isa(1.0,PolynomMatrix)
-    @assert isa(1,PolynomMatrix)
+    @test "Polynomials " begin
+        @tassert isa(1,Polynom)
+        @tassert isa(1.0,Polynom)
+        @tassert isa([1.0; 1.0],Polynom)
+        @tassert isa(1.0,PolynomMatrix)
+        @tassert isa(1,PolynomMatrix)
+    end
+
+    @test "AR " begin
+        model, result = ar(collect(1:5.0),1,bias=true)
+        fit = result.fit
+        @tassert isa(model,AR)
+        @tassert isa(result,FitResult)
+        @tassert isa(fit,FitStatistics)
+        @tassert model.a ≈ [1;1]
+        @tassert fit.FIT ≈ 100.0
+        @tassert isapprox(fit.RMS, 0.0, atol=1e-10)
+        @tassert result.method == :LS
+    end
 
-    #ar(collect(1:5.0),1,bias=true)
+    @test "ARX " begin
+        model, result = arx(collect(1:5.0),collect(1:5.0),1,1,bias=true)
+        fit = result.fit
+        @tassert isa(model,ARX)
+        @tassert isa(result,FitResult)
+        @tassert isa(fit,FitStatistics)
+        @tassert model.a ≈ [1;1]
+        @tassert fit.FIT ≈ 100.0
+        @tassert isapprox(fit.RMS, 0.0, atol=1e-10)
+        @tassert result.method == :LS
+    end
 end
 
 end