Multiple Breakpoint Test with ARMA

[frh00]

Hi all.

I am doing the GARCH and EGARCH model of economic volatility.
I want to employ structural breaks in my equation.
The mean equation is an ARMA model.
However, I cannot do the multiple breakpoint test since it said: "models with AR and MA terms are not eligible for multiple break testing."
Is there any way to doing the multiple breakpoint test with ARMA?

Any help would be appreciated.

cheers

[EViews Glenn]

Not built-in. The nonlinear nature of the estimators makes this difficult.