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 |