Extremely low frequency filters
I guess it depends on several factors, among others the order of the filter, but you have a few possibilities:


Find a signal generator that gets there. These are rather inexpensive nowadays.
Trust the math. This is a digital filter and as such it scales with sampling rate. If you can increase the sampling rate by two orders of magnitude you would have a filter with a 5Hz cutoff, much easier to measure. Likewise, if the limiting factor becomes the ADC you can isolate it from the filter and feed in some artificial digital data.
Use a step response (many wideband signals would do). Calculate the step response of your desired filter and compare with the result. Or, alternatively, compute the frequency response by means of the FFT of the step response.


We use a variation of alternative 3 in some of our test setups, not because we cannot generate the slow waveforms required, but because the &lt;0.01Hz cutoff of our analog filters would take way too long to characterize if we tried even a rough frequency sweep. This reduced the testing time from more than an hour to mere minutes.