Thanks for the response. According to one of the Apple support articles:
If the Mac was released...
- after June 2013, use Apple Diagnostics, which is built into the Mac.
- in 2012 or earlier and has OS X v10.8.4 or later, use Apple Hardware Test, which is built into the Mac.
- in 2012 or earlier and has OS X v10.8.4 or earlier, use the system software disc or USB flash drive that came with the Mac.
To see which version of macOS you have, choose Apple menu > About This Mac. "
Looks like the support article isn't entirely correct. Apple Hardware Test is not built into my MacBook Air which is mid 2012. Guess I'll need the discs. Thanks again for responding.