significance level | sample size (n) | level of hetero | Breusch-Godfrey test | studentized Breusch-Pagan Test | White’s Test | Non-constant Variance Score Test | Park test | Spearman Rank | GLEJSER test | Goldfeld- Quandt test | Harrison- McCabe test |
1% | n = 30 | sigma = 0 | 18 | 3 | 0 | 10 | 34 | 22 | 59 | 6 | 9 |
1% | n = 30 | sigma = 0.1 | 13 | 6 | 0 | 27 | 42 | 20 | 417 | 23 | 17 |
1% | n = 30 | sigma = 0.3 | 11 | 8 | 1 | 33 | 74 | 54 | 727 | 48 | 20 |
1% | n = 30 | sigma = 0.5 | 18 | 3 | 1 | 6 | 34 | 22 | 59 | 6 | 9 |
1% | n = 30 | sigma = 0.7 | 6 | 37 | 1 | 178 | 90 | 84 | 413 | 69 | 12 |
1% | n = 30 | sigma = 0.9 | 6 | 70 | 2 | 314 | 70 | 70 | 284 | 92 | 11 |
1% | n = 50 | sigma = 0 | 16 | 6 | 3 | 6 | 37 | 40 | 68 | 13 | 12 |
1% | n = 50 | sigma = 0.1 | 6 | 12 | 5 | 34 | 55 | 22 | 656 | 30 | 29 |
1% | n = 50 | sigma = 0.3 | 11 | 12 | 9 | 53 | 129 | 89 | 950 | 49 | 33 |
1% | n = 50 | sigma = 0.5 | 16 | 6 | 3 | 3 | 37 | 40 | 68 | 13 | 12 |
1% | n = 50 | sigma = 0.7 | 6 | 81 | 4 | 348 | 100 | 117 | 707 | 67 | 32 |
1% | n = 50 | sigma = 0.9 | 6 | 185 | 7 | 611 | 85 | 87 | 472 | 116 | 52 |
1% | n = 100 | sigma = 0 | 9 | 9 | 12 | 25 | 9 | 30 | 6 | 73 | 11 |
1% | n = 100 | sigma = 0.1 | 8 | 19 | 12 | 46 | 151 | 28 | 924 | 40 | 34 |
1% | n = 100 | sigma = 0.3 | 11 | 14 | 16 | 74 | 350 | 74 | 1000 | 58 | 52 |
1% | n = 100 | sigma = 0.5 | 11 | 9 | 11 | 8 | 30 | 25 | 73 | 9 | 10 |
1% | n = 100 | sigma = 0.7 | 8 | 332 | 16 | 728 | 136 | 96 | 984 | 102 | 74 |
1% | n = 100 | sigma = 0.9 | 11 | 643 | 16 | 929 | 93 | 55 | 903 | 146 | 119 |
1% | n = 200 | sigma = 0 | 12 | 8 | 19 | 11 | 42 | 36 | 98 | 17 | 16 |
1% | n = 200 | sigma = 0.1 | 14 | 46 | 19 | 69 | 460 | 18 | 999 | 37 | 37 |
1% | n = 200 | sigma = 0.3 | 12 | 14 | 16 | 76 | 819 | 87 | 1000 | 52 | 49 |
1% | n = 200 | sigma = 0.5 | 12 | 8 | 17 | 6 | 42 | 36 | 98 | 17 | 16 |
1% | n = 200 | sigma = 0.7 | 9 | 818 | 18 | 962 | 355 | 71 | 999 | 115 | 94 |
1% | n = 200 | sigma = 0.9 | 6 | 991 | 17 | 999 | 173 | 24 | 998 | 167 | 159 |
1% | n = 500 | sigma = 0 | 11 | 8 | 16 | 8 | 31 | 29 | 91 | 11 | 12 |
1% | n = 500 | sigma = 0.1 | 9 | 207 | 18 | 93 | 922 | 17 | 1000 | 39 | 38 |
1% | n = 500 | sigma = 0.3 | 6 | 21 | 13 | 85 | 999 | 83 | 1000 | 60 | 56 |
1% | n = 500 | sigma = 0.5 | 11 | 8 | 16 | 12 | 31 | 29 | 91 | 11 | 12 |
1% | n = 500 | sigma = 0.7 | 11 | 999 | 22 | 1000 | 895 | 14 | 1000 | 140 | 135 |
1% | n = 500 | sigma = 0.9 | 13 | 1000 | 23 | 1000 | 584 | 0 | 1000 | 192 | 188 |
1% | n = 1000 | sigma = 0 | 10 | 15 | 12 | 11 | 29 | 31 | 88 | 7 | 9 |
1% | n = 1000 | sigma = 0.1 | 13 | 595 | 12 | 203 | 999 | 10 | 1000 | 41 | 39 |
1% | n = 1000 | sigma = 0.3 | 12 | 35 | 21 | 103 | 1000 | 85 | 1000 | 52 | 53 |
1% | n = 1000 | sigma = 0.5 | 10 | 15 | 11 | 16 | 29 | 31 | 88 | 7 | 9 |
1% | n = 1000 | sigma = 0.7 | 9 | 1000 | 19 | 1000 | 1000 | 0 | 1000 | 141 | 134 |
1% | n = 1000 | sigma = 0.9 | 10 | 1000 | 26 | 1000 | 963 | 0 | 1000 | 194 | 189 |