Let's say I want to have a model that projects income over a stressed period. I have a marked-to-market component that shows the P&L of trading book positions during this stressed period. Along with that, I have Gross Revenue data, Expenses, Carry, Transfer Pricing, Treasury Costs, etc, such that: MTM P&L + Forecasted Revenue + Forecasted Carry + Forecasted Transfer Pricing + Forecasted Treasury Costs - Expenses = Income
I want to check whether this linear assumption holds; that Income is simply additive across the variables mentioned. How could I test this?