The ApplicationStateManager is injected by TapestryModule.class you will either need to add this module to the registry or mock the service in a test module (eg using mockito). Or, you might choose to split your own module into smaller logical groups (eg core and web) for easier testing.
You might also find the TapestryIOCJUnit4ClassRunner useful which is specifically designed to unit test tapestry-ioc services, examples here: https://github.com/apache/tapestry-5/blob/master/tapestry-ioc-junit/src/test/java/org/apache/tapestry5/ioc/junit/