New in Stata 15: Tests for multiple breaks in time series in Stata

The *estat sbcusum* postestimation command for time series tests for structural breaks in the residuals. It bases its result on whether the time series abruptly changes in ways not predicted by your model.

*estat sbcusum* uses the cumulative sum of recursive residuals or the cumulative sum of OLS residuals to determine whether there is a structural break. Under the null hypothesis, the cumulative sum of residuals will have mean zero.

The command also graphs the cumulative sum with confidence bands, which allows you to see whether the series behaves as the null hypothesis would predict.

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[karakesteven]

Hello, which command do I use to perform Bai-Perron test? Thanks

[bolisolwak]

hello, iam looking for command of Bai and Perron in stata ?.

[kirstycoyle]

IS there a test for this in versions of stata 14?