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