title: QLR test for coefficient stability in VAR model with R
body: <p>I have fit a simple bi-variate VAR model to this data set and I want to run the QLR test to check for coefficient stability over time. I looked through the "strucchange" package but could not figure it out how to actually run a simple QLR test.</p>
  
  <p>Could any R-pro in time series help me with that. Many thanks.!</p>
  
  <pre><code>var.est_2 &lt;- VAR(z.train, ic= "FPE", type = "const") # var.est_2 has the estimates of VAR
  </code></pre>