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