* The Multiplicative Heteroscedasticity;

data hetero;



    y         x2       x3        x4            x5

-------------------------------------------------

 41.6508    14.53    16.74      3.892      1.9650

 40.9937    15.30    16.81      4.904     -0.0329

 39.7859    15.92    19.50      5.906     -4.9466

 50.3116    17.41    22.12      9.235      0.5070

 56.9701    18.37    22.34     12.317      5.3615

 52.4180    18.83    17.47     14.140      4.9067

 51.7455    18.84    20.24     14.182      1.4554

 59.7414    19.71    20.37     18.412      7.8857

 46.6473    20.01    12.71     20.146     -4.0649

 46.9608    20.26    22.98     21.715     -8.4056

 51.2761    20.77    19.33     25.305     -1.2922

 49.4182    21.17    17.04     28.531     -1.5266

 51.5244    21.34    16.74     30.024      0.5981

 54.4141    22.91    19.81     48.086     -2.1651

 60.9081    22.96    31.92     48.813     -7.8302

 66.6500    23.69    26.31     60.764      2.3014

 81.3126    24.82    25.93     85.285     15.4778

 58.2634    25.54    21.96    105.848     -4.8009

 54.1834    25.63    24.05    108.744    -11.1137

 77.7394    28.73    25.66    275.614      5.7200