On your Raspberry Pi, run the command ifconfig.
It should give you something like this:
pi@raspberrypi ~ $ ifconfig
eth0      Link encap:Ethernet  HWaddr b8:27:eb:08:98:98  
          UP BROADCAST MULTICAST  MTU:1500  Metric:1
          RX packets:0 errors:0 dropped:0 overruns:0 frame:0
          TX packets:0 errors:0 dropped:0 overruns:0 carrier:0
          collisions:0 txqueuelen:1000 
          RX bytes:0 (0.0 B)  TX bytes:0 (0.0 B)
lo        Link encap:Local Loopback  
          inet addr:127.0.0.1  Mask:255.0.0.0
          UP LOOPBACK RUNNING  MTU:16436  Metric:1
          RX packets:20 errors:0 dropped:0 overruns:0 frame:0
          TX packets:20 errors:0 dropped:0 overruns:0 carrier:0
          collisions:0 txqueuelen:0 
          RX bytes:1000 (1000.0 B)  TX bytes:1000 (1000.0 B)
wlan0     Link encap:Ethernet  HWaddr 7c:dd:90:4a:50:45  
          inet addr:192.168.0.140  Bcast:192.168.0.255  Mask:255.255.255.0
          UP BROADCAST RUNNING MULTICAST  MTU:1500  Metric:1
          RX packets:14990 errors:0 dropped:15296 overruns:0 frame:0
          TX packets:687 errors:0 dropped:0 overruns:0 carrier:0
          collisions:0 txqueuelen:1000 
          RX bytes:2867368 (2.7 MiB)  TX bytes:73259 (71.5 KiB)
Look for a local IP address under one of the separated items and look for a local IP address with inet addr before it. This should be the local IP address of your Raspberry Pi.
Then head to your MacBook and make sure the checkbox under System Prefrences > Security > Firewall > Enable Stealth Mode is disabled. Then, via Terminal type ping <IP Address>. Where the 'IP Address' is the IP address of your Raspberry Pi.
Also, you should check that your MacBook and Raspberry Pi are both on the same network.
arpis a waste of time - it only lists established conections. – Milliways Jan 14 '16 at 08:39