HELP NEEDED- estat sbsingle not valid

[NIck Stavr]

Hello, I try to test for a structural break in my VAR model through the menu. I click on statistics—time series—tests—time series specification tests, but when I select the test and press ok or submit stata says that the command is not valid. How can that be possible? I only used the menu to do the test. I don’t know how to continue from here can someone help me overcome this issue and test for the structural break?

[William Lisowski]

If you read the documentation for the estat sbsingle command provided by

help estat sbsingle

you will see

Description

    estat sbsingle performs a test of whether the coefficients in a time-series regression vary over
    the periods defined by an unknown break date.

    estat sbsingle requires that the current estimation results be from regress or ivregress 2sls.

[NIck Stavr]

I have read the help section, but I do not understand how I am going to make this work, or I just cannot do this in a VAR model?

[William Lisowski]

As I have posted in an earlier topic of yours, I am not a user of VAR methodology.

All I know is that Stata documentation tells you that Stata's var command does not support the calculations done by estat sbsingle - only the regress and ivregress 2sls commands support estat sbsingle.

Perhaps there is some other way of investigating structural breaks in a VAR model but that is an econometric question and I am not an econometrician.