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