Is your test doing whatever action triggers the event? Also, how are you changing the value? (keys method, manually changing the property, using the spinners, etc etc) Depending how you do it, it may or may not be triggering the event.
If you want good answers, it helps to include enough detail in your question ....
It's not a method. It's an event. They're different.
The event is triggered by something happening on the form (changing a value in this case).
But there are usually several ways you can alter a value using scripts. (keys, directly changing a property, using the spinner up/down arrows in the field)
What you need to know is what triggers the event. The developers should be able to tell you that. It's a configurable part of the control. The common one is leaving the field. ie The event won't happen until you leave the field. You may need to send an <ENTER> or <TAB> once you have set the value in the field.
When you recorded it, you may have just clicked from field to field entering values. If so, it may not be detecting that you've left the field as you didn't record and <ENTER> or a <TAB> when exiting the field.
Or are you trying to call the event directly? You probably shouldn't be. It's an event. Something is supposed to happen to trigger it, it's probably not designed to be called directly by scripted automated tests.