Perbandingan Statistika Uji Heteroskedastisitas

Data terdeteksi Homogenitas

Untuk n=30 (Time difference of 1.43882 hours)

n=30, alpha=0.5, statistic=Wilcox and Keselman's : Alpha empiris = 0.42300
n=30, alpha=0.5, statistic=Yuce : Alpha empiris = 0.52600
n=30, alpha=0.5, statistic=Carapeto-Holt : Alpha empiris = 0.50500
n=30, alpha=0.5, statistic=Rackauskas-Zuokas : Alpha empiris = 0.22700
n=30, alpha=0.5, statistic=Li_Yao : Alpha empiris = 0.42800
n=30, alpha=0.1, statistic=Wilcox and Keselman's : Alpha empiris = 0.05200
n=30, alpha=0.1, statistic=Yuce : Alpha empiris = 0.00300
n=30, alpha=0.1, statistic=Carapeto-Holt : Alpha empiris = 0.01000
n=30, alpha=0.1, statistic=Rackauskas-Zuokas : Alpha empiris = 0.01000
n=30, alpha=0.1, statistic=Li_Yao : Alpha empiris = 0.00000
n=30, alpha=0.05, statistic=Wilcox and Keselman's : Alpha empiris = 0.01700
n=30, alpha=0.05, statistic=Yuce : Alpha empiris = 0.00000
n=30, alpha=0.05, statistic=Carapeto-Holt : Alpha empiris = 0.00100
n=30, alpha=0.05, statistic=Rackauskas-Zuokas : Alpha empiris = 0.00600
n=30, alpha=0.05, statistic=Li_Yao : Alpha empiris = 0.00000
Comparison of empirical alpha values for different test statistics and sample sizes

n alpha statistic empirical_alpha

30 0.05 Wilcox and Keselman's 0.01700

30 0.05 Yuce 0.00000

30 0.05 Carapeto-Holt 0.00100

Comparison of empirical alpha values for different test statistics and sample sizes

n alpha statistic empirical_alpha

30 0.05 Rackauskas-Zuokas 0.00600

30 0.05 Li_Yao 0.00000

30 0.10 Wilcox and Keselman's 0.05200

30 0.10 Yuce 0.00300

30 0.10 Carapeto-Holt 0.01000

30 0.10 Rackauskas-Zuokas 0.01000

30 0.10 Li_Yao 0.00000

30 0.50 Wilcox and Keselman's 0.42300

30 0.50 Yuce 0.52600

30 0.50 Carapeto-Holt 0.50500

30 0.50 Rackauskas-Zuokas 0.22700

30 0.50 Li_Yao 0.42800

Untuk n=100 (Time difference of 2.556888 hours)
n=100, alpha=0.5, statistic=Wilcox and Keselman's : Alpha empiris = 0.43800
n=100, alpha=0.5, statistic=Yuce : Alpha empiris = 0.51900
n=100, alpha=0.5, statistic=Carapeto-Holt : Alpha empiris = 0.47200
n=100, alpha=0.5, statistic=Rackauskas-Zuokas : Alpha empiris = 0.35000
n=100, alpha=0.5, statistic=Li_Yao : Alpha empiris = 0.42200
n=100, alpha=0.1, statistic=Wilcox and Keselman's : Alpha empiris = 0.07400
n=100, alpha=0.1, statistic=Yuce : Alpha empiris = 0.00100
n=100, alpha=0.1, statistic=Carapeto-Holt : Alpha empiris = 0.00000
n=100, alpha=0.1, statistic=Rackauskas-Zuokas : Alpha empiris = 0.03800
n=100, alpha=0.1, statistic=Li_Yao : Alpha empiris = 0.00000
n=100, alpha=0.05, statistic=Wilcox and Keselman's : Alpha empiris = 0.03700
n=100, alpha=0.05, statistic=Yuce : Alpha empiris = 0.00100
n=100, alpha=0.05, statistic=Carapeto-Holt : Alpha empiris = 0.00000
n=100, alpha=0.05, statistic=Rackauskas-Zuokas : Alpha empiris = 0.00800
n=100, alpha=0.05, statistic=Li_Yao : Alpha empiris = 0.00000

Comparison of empirical alpha values for different test statistics and sample sizes

n alpha statistic empirical_alpha

100 0.05 Wilcox and Keselman's 0.03700

100 0.05 Yuce 0.00100

100 0.05 Carapeto-Holt 0.00000

100 0.05 Rackauskas-Zuokas 0.00800

100 0.05 Li_Yao 0.00000

100 0.10 Wilcox and Keselman's 0.07400

100 0.10 Yuce 0.00100

100 0.10 Carapeto-Holt 0.00000

100 0.10 Rackauskas-Zuokas 0.03800

100 0.10 Li_Yao 0.00000

100 0.50 Wilcox and Keselman's 0.43800

100 0.50 Yuce 0.51900

100 0.50 Carapeto-Holt 0.47200

100 0.50 Rackauskas-Zuokas 0.35000

 Comparison of empirical alpha values for different test statistics and sample sizes

n alpha statistic empirical_alpha

100 0.50 Li_Yao 0.42200

Untuk n=500