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

5%

n = 30

sigma = 0

66

34

7

35

137

128

241

41

50

5%

n = 30

sigma = 0.1

71

49

11

88

175

102

614

72

60

5%

n = 30

sigma = 0.3

56

67

15

97

276

149

884

105

79

5%

n = 30

sigma = 0.5

66

34

8

40

137

128

241

41

50

5%

n = 30

sigma = 0.7

37

161

15

288

246

190

783

131

70

5%

n = 30

sigma = 0.9

34

263

11

476

201

163

649

161

87

5%

n = 50

sigma = 0

47

40

28

43

151

139

257

61

59

5%

n = 50

sigma = 0.1

57

68

35

82

269

118

819

87

78

5%

n = 50

sigma = 0.3

56

68

39

126

410

187

988

103

94

5%

n = 50

sigma = 0.5

47

40

33

40

151

139

257

61

59

5%

n = 50

sigma = 0.7

47

285

29

502

274

209

964

171

112

5%

n = 50

sigma = 0.9

49

493

29

740

231

172

877

199

163

5%

n = 100

sigma = 0

57

48

55

128

48

139

40

273

58

5%

n = 100

sigma = 0.1

48

94

58

154

455

76

973

103

101

5%

n = 100

sigma = 0.3

51

78

61

171

720

177

1000

118

112

5%

n = 100

sigma = 0.5

58

48

48

43

139

128

273

57

63

5%

n = 100

sigma = 0.7

49

600

63

834

410

156

1000

178

157

5%

n = 100

sigma = 0.9

47

888

50

968

269

83

998

230

206

5%

n = 200

sigma = 0

55

63

68

63

150

123

301

59

55

5%

n = 200

sigma = 0.1

62

183

65

146

732

77

1000

128

123

5%

n = 200

sigma = 0.3

51

66

61

181

965

180

1000

137

133

5%

n = 200

sigma = 0.5

55

63

63

69

150

123

301

59

55

5%

n = 200

sigma = 0.7

49

940

49

986

713

84

1000

198

191

5%

n = 200

sigma = 0.9

47

999

48

1000

463

40

1000

254

251

5%

n = 500

sigma = 0

50

55

57

55

143

136

293

45

44

5%

n = 500

sigma = 0.1

42

484

55

229

976

52

1000

101

98

5%

n = 500

sigma = 0.3

50

83

51

184

1000

185

1000

141

136

5%

n = 500

sigma = 0.5

50

55

56

49

143

136

293

45

44

5%

n = 500

sigma = 0.7

65

999

72

1000

991

15

1000

224

224

5%

n = 500

sigma = 0.9

58

1000

71

1000

872

11

1000

281

278

5%

n = 1000

sigma = 0

35

67

47

50

142

116

283

49

49

5%

n = 1000

sigma = 0.1

40

801

60

342

1000

30

1000

107

108

5%

n = 1000

sigma = 0.3

51

124

62

214

1000

181

1000

129

128

5%

n = 1000

sigma = 0.5

35

67

50

52

142

116

283

49

49

5%

n = 1000

sigma = 0.7

38

1000

66

1000

1000

0

1000

229

223