TST: Test for issue 1038.
BUG: Handle non-string names in lag name making.
BUG: Fail gracefully when not enough obs given for order.
TST: Make test compatible with pandas 0.7.x
Merge pull request #1039 from jseabold/fix-arima-int-name

BUG: Fix ARIMA bugs for small data and data with integer names. Closes #1038.