significance level | sample size (n) | Heteroscedasticity Test | |||||||||
level of hetero | Breusch- Godfrey test | studentized Breusch-Pagan tes | White’s Test | Non-constant Variance Score Test | Park test | Spearman Rank | GLEJSER test | Goldfeld- Quandt test | Harrison- McCabe test | ||
1% | n = 30 | sigma = 0 | 3 | 34 | 22 | 10 | 59 | 6 | 18 | 9 | 0 |
1% | n = 30 | sigma = 0.1 | 22 | 52 | 71 | 115 | 295 | 86 | 8 | 40 | 0 |
1% | n = 30 | sigma = 0.3 | 21 | 123 | 106 | 141 | 353 | 116 | 2 | 53 | 1 |
1% | n = 30 | sigma = 0.5 | 21 | 125 | 108 | 143 | 353 | 117 | 2 | 56 | 1 |
1% | n = 30 | sigma = 0.7 | 23 | 128 | 107 | 141 | 353 | 119 | 2 | 56 | 1 |
1% | n = 30 | sigma = 0.9 | 23 | 125 | 104 | 142 | 354 | 118 | 2 | 56 | 1 |
1% | n = 50 | sigma = 0 | 6 | 37 | 40 | 6 | 68 | 13 | 16 | 12 | 3 |
1% | n = 50 | sigma = 0.1 | 28 | 87 | 87 | 217 | 352 | 108 | 11 | 71 | 0 |
1% | n = 50 | sigma = 0.3 | 30 | 153 | 195 | 259 | 389 | 123 | 8 | 84 | 4 |
1% | n = 50 | sigma = 0.5 | 30 | 144 | 187 | 266 | 391 | 123 | 7 | 83 | 4 |
1% | n = 50 | sigma = 0.7 | 30 | 146 | 191 | 266 | 392 | 123 | 7 | 83 | 4 |
1% | n = 50 | sigma = 0.9 | 30 | 142 | 190 | 266 | 393 | 124 | 7 | 84 | 3 |
1% | n = 100 | sigma = 0 | 9 | 30 | 25 | 6 | 73 | 9 | 11 | 10 | 12 |
1% | n = 100 | sigma = 0.1 | 64 | 132 | 140 | 326 | 474 | 114 | 13 | 105 | 25 |
1% | n = 100 | sigma = 0.3 | 63 | 193 | 300 | 388 | 522 | 138 | 10 | 114 | 26 |
1% | n = 100 | sigma = 0.5 | 64 | 191 | 302 | 391 | 522 | 138 | 10 | 116 | 26 |
1% | n = 100 | sigma = 0.7 | 64 | 190 | 304 | 393 | 520 | 138 | 10 | 116 | 26 |
1% | n = 100 | sigma = 0.9 | 64 | 191 | 304 | 394 | 520 | 138 | 10 | 116 | 27 |
1% | n = 200 | sigma = 0 | 8 | 42 | 36 | 11 | 98 | 17 | 12 | 16 | 19 |
1% | n = 200 | sigma = 0.1 | 117 | 218 | 231 | 461 | 643 | 137 | 9 | 128 | 28 |
1% | n = 200 | sigma = 0.3 | 122 | 283 | 467 | 538 | 687 | 154 | 11 | 143 | 29 |
1% | n = 200 | sigma = 0.5 | 120 | 288 | 470 | 540 | 690 | 154 | 11 | 144 | 29 |
1% | n = 200 | sigma = 0.7 | 120 | 280 | 473 | 542 | 690 | 155 | 11 | 144 | 29 |
1% | n = 200 | sigma = 0.9 | 120 | 272 | 474 | 543 | 689 | 155 | 11 | 144 | 29 |
1% | n = 500 | sigma = 0 | 8 | 31 | 29 | 8 | 91 | 11 | 11 | 12 | 16 |
1% | n = 500 | sigma = 0.1 | 379 | 434 | 400 | 676 | 887 | 154 | 8 | 154 | 22 |
1% | n = 500 | sigma = 0.3 | 378 | 515 | 709 | 745 | 914 | 167 | 9 | 166 | 28 |
1% | n = 500 | sigma = 0.5 | 375 | 514 | 722 | 751 | 915 | 166 | 9 | 167 | 29 |
1% | n = 500 | sigma = 0.7 | 375 | 524 | 724 | 753 | 914 | 166 | 9 | 166 | 29 |
1% | n = 500 | sigma = 0.9 | 375 | 525 | 724 | 753 | 915 | 165 | 9 | 166 | 29 |
1% | n = 1000 | sigma = 0 | 15 | 29 | 31 | 11 | 88 | 7 | 10 | 9 | 12 |