n | Sigma | EHS | LHS | ||||
0.01 | 0.05 | 0.1 | 0.01 | 0.05 | 0.1 | ||
200 | 0 | Studentized Breusch-Pagan | Harrison-McCabe/ Breusch-Godfrey | Breusch-Godfrey | Breusch-Godfrey | Spearman rank | Spearman rank |
0.1 | Glejser | Glejser | Glejser | Park | Park | Park | |
0.3 | Glejser | Glejser | Glejser | Park | Park | Park | |
0.5 | Glejser | Glejser | Glejser | Park | Park | Park | |
0.7 | Glejser | Glejser | Glejser | Park | Park | Park | |
0.9 | Non-constant Variance Score | Glejser/Non-constant Variance Score | Glejser/Non-constant Variance Score | Park | Park | Park | |
500 | 0 | Studentized Breusch- Pagan/Non-constant Variance Score | Harrison-McCabe | Harrison-McCabe | Non-constant Variance Score/ Breusch-Godfrey | Spearman rank | Spearman rank |
0.1 | Glejser | Glejser | Glejser | Park | Park | Park | |
0.3 | Glejser | Glejser | Glejser/Park | Park | Park | Park | |
0.5 | Glejser | Glejser | Glejser | Park | Park | Park | |
0.7 | Glejser/Non-constant Variance Score | Glejser/Non-constant Variance Score | Glejser/Non-constant Variance Score | Park | Park | Park | |
0.9 | Glejser/Non-constant Variance Score/Studentized Breusch-Pagan | Glejser/Non-constant Variance Score/Studentized Breusch-Pagan | Glejser/Non-constant Variance Score/Studentized Breusch-Pagan | Park | Park | Park | |
1000 | 0 | Goldfeld-Quandt | Breusch-Godfrey | Breusch-Godfrey | Spearman rank | Spearman rank | Spearman rank |
0.1 | Glejser | Glejser/Park | Glejser/Park | Park | Park | Park | |
0.3 | Glejser/Park | Glejser/Park | Glejser/Park | Park | Park | Park | |
0.5 | Glejser | Glejser | Glejser | Park | Park | Park | |
0.7 | Glejser/Non-constant Variance Score/Studentized Breusch-Pagan | Glejser/Non-constant Variance Score/Studentized Breusch-Pagan/Park | Glejser/Non-constant Variance Score/Studentized Breusch-Pagan/Park | Park | Park | Park | |
0.9 | Glejser/Non-constant Variance Score/Studentized Breusch-Pagan | Glejser/Non-constant Variance Score/Studentized Breusch-Pagan | Glejser/Non-constant Variance Score/Studentized Breusch-Pagan/Park | Park | Park | Park |