Hello everyone,

I have a time series data where I regress air transport traffic against GDP, oil price, and FX rates. I have observations for each variable from 2000 to 2019. I wanted to know if there was a structural break in the time series for GDP and undertook the following command
Code:
regress historicalpassengers gdp, vce(robust)
where I obtained the following output:

Code:
Linear regression Number of obs = 20
F(1, 18) = 1742.79
Prob > F = 0.0000
R-squared = 0.9836
Root MSE = 3.4e+06
Robust
historical~s Coef. Std. Err. t P>t [95% Conf. Interval]
gdp 379.8068 9.097881 41.75 0.000 360.6928 398.9207
_cons -2.81e+07 2504966 -11.23 0.000 -3.34e+07 -2.29e+07
I then ran
Code:
estat sbsingle
and got the following:

Code:
. estat sbsingle
insufficient observations at the specified trim level
r(198);
Wondering if what I did was right? Thank you.