Yep, that's what you do. I've personally done it to my hot water radiator heating system and watch the gas company do it to the gas system on one of my rental properties. I think code says it has to hold x pressure for x number of hours. Gas is pretty low pressure but the test pressure was quite a bit higher.

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1977 300d 70k--sold 08
1985 300TD 185k+
1984 307d 126k--sold 8/03
1985 409d 65k--sold 06
1984 300SD 315k--daughter's car
1979 300SD 122k--sold 2/11
1999 Fuso FG Expedition Camper
1993 GMC Sierra 6.5 TD 4x4
1982 Bluebird Wanderlodge CAT 3208--Sold 2/13