In real time analysis and forecasting of time series data, it is important to detect the structural change as immediately, correctly, and simply as possible. And it is necessary for rebuilding the next prediction model after the change point as soon as possible. For this kind of time series data analysis, in general, multiple linear regression models are used. In this paper, we present two methods, i.e., Sequential Probability Ratio Test (SPRT) and Chow Test that is well-known in economics, and describe those experimental evaluations of the effectiveness in the change detection using the multiple regression models. Moreover, we extend the definition of the detected change point in the SPRT method, and show the improvement of the change detection accuracy.