In theory the return result of each of the changed method calls would return $this so you would need to create a mock object and return it on each of the method calls. Here is an example of doing that on stack overflow.
Mock objects which support chaining methods
Code like this can often be seen as a code smell which you can read more about here on this stack overflow post.
"Message Chains" vs "Middle Man"
As you are testing a controller and Im guessing an action within that controller you could perhaps test the output of the controller action. This means the code would all execute and you would test the result of the controller action.
You could then potentially refactor the code so that you don't have the chained method call which would make it easier to mock and test.