I get "Error establishing a database connection" after followin video.

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I got "Error establishing a database connection" after completing the tutorial on the video Making a duplicate Wordpress site for development and testing
It was not clear to me the way to change the site URL for the test site.
If my original is http://www.mysite.com,
for my test site do I use http://test.mysite.com or something esle?

PS - After I got this error, I noticed that you have a checklist written below -- I will go through that again later.
Hello Malcolm, Sorry to hear you are getting the "Error establishing a database connection" error when visiting your site. This type of error is typically caused by either the database name, database username, or database password being incorrect. Check the wp-config.php file and take a look at the settings there to be sure they are correct. Also, we have an article for the database connection error you may want to take a look at. Kindest Regards, Scott M