significance level | sample size (n) | Heteroscedasticity Test | |||||||||
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 | 34 | 137 | 128 | 35 | 241 | 41 | 66 | 50 | 7 |
5% | n = 30 | sigma = 0.1 | 89 | 228 | 184 | 211 | 516 | 168 | 48 | 122 | 14 |
5% | n = 30 | sigma = 0.3 | 93 | 335 | 264 | 253 | 602 | 195 | 46 | 139 | 12 |
5% | n = 30 | sigma = 0.5 | 93 | 327 | 255 | 257 | 605 | 196 | 46 | 139 | 10 |
5% | n = 30 | sigma = 0.7 | 93 | 335 | 249 | 257 | 608 | 198 | 47 | 139 | 10 |
5% | n = 30 | sigma = 0.9 | 93 | 333 | 251 | 260 | 608 | 198 | 47 | 138 | 10 |
5% | n = 50 | sigma = 0 | 40 | 151 | 139 | 43 | 257 | 61 | 47 | 59 | 28 |
5% | n = 50 | sigma = 0.1 | 100 | 287 | 235 | 326 | 593 | 187 | 48 | 166 | 33 |
5% | n = 50 | sigma = 0.3 | 104 | 374 | 359 | 383 | 662 | 224 | 43 | 183 | 40 |
5% | n = 50 | sigma = 0.5 | 103 | 367 | 365 | 382 | 659 | 223 | 43 | 186 | 40 |
5% | n = 50 | sigma = 0.7 | 103 | 359 | 368 | 382 | 656 | 222 | 45 | 186 | 40 |
5% | n = 50 | sigma = 0.9 | 103 | 363 | 367 | 383 | 655 | 222 | 45 | 187 | 40 |
5% | n = 100 | sigma = 0 | 48 | 139 | 128 | 40 | 273 | 57 | 58 | 63 | 55 |
5% | n = 100 | sigma = 0.1 | 164 | 354 | 305 | 446 | 706 | 194 | 55 | 187 | 69 |
5% | n = 100 | sigma = 0.3 | 174 | 429 | 471 | 498 | 747 | 218 | 45 | 204 | 69 |
5% | n = 100 | sigma = 0.5 | 172 | 436 | 482 | 498 | 748 | 220 | 46 | 206 | 68 |
5% | n = 100 | sigma = 0.7 | 172 | 439 | 483 | 498 | 750 | 219 | 47 | 206 | 69 |
5% | n = 100 | sigma = 0.9 | 172 | 436 | 479 | 499 | 749 | 219 | 47 | 206 | 68 |
5% | n = 200 | sigma = 0 | 63 | 150 | 123 | 63 | 301 | 59 | 55 | 55 | 68 |
5% | n = 200 | sigma = 0.1 | 266 | 491 | 405 | 580 | 858 | 216 | 45 | 212 | 78 |
5% | n = 200 | sigma = 0.3 | 278 | 543 | 611 | 635 | 878 | 244 | 45 | 236 | 80 |
5% | n = 200 | sigma = 0.5 | 277 | 552 | 622 | 638 | 873 | 248 | 45 | 239 | 80 |
5% | n = 200 | sigma = 0.7 | 277 | 547 | 625 | 639 | 873 | 249 | 45 | 243 | 83 |
5% | n = 200 | sigma = 0.9 | 278 | 543 | 627 | 639 | 874 | 249 | 45 | 243 | 83 |
5% | n = 500 | sigma = 0 | 55 | 143 | 136 | 55 | 293 | 45 | 50 | 44 | 57 |
5% | n = 500 | sigma = 0.1 | 551 | 719 | 595 | 764 | 969 | 215 | 43 | 215 | 66 |
5% | n = 500 | sigma = 0.3 | 562 | 750 | 809 | 816 | 980 | 232 | 46 | 231 | 67 |
5% | n = 500 | sigma = 0.5 | 564 | 751 | 820 | 825 | 980 | 235 | 47 | 233 | 66 |
5% | n = 500 | sigma = 0.7 | 566 | 748 | 822 | 826 | 980 | 235 | 46 | 233 | 65 |
5% | n = 500 | sigma = 0.9 | 565 | 752 | 822 | 827 | 980 | 235 | 46 | 233 | 66 |
5% | n = 1000 | sigma = 0 | 67 | 142 | 116 | 50 | 283 | 49 | 35 | 49 | 47 |
5% | n = 1000 | sigma = 0.1 | 821 | 916 | 782 | 915 | 997 | 253 | 36 | 251 | 66 |
5% | n = 1000 | sigma = 0.3 | 831 | 921 | 946 | 939 | 999 | 263 | 43 | 256 | 70 |
5% | n = 1000 | sigma = 0.5 | 830 | 915 | 951 | 943 | 999 | 261 | 45 | 257 | 70 |
5% | n = 1000 | sigma = 0.7 | 830 | 915 | 951 | 943 | 999 | 262 | 45 | 258 | 70 |
5% | n = 1000 | sigma = 0.9 | 830 | 910 | 952 | 944 | 999 | 262 | 45 | 259 | 71 |