Suppose we estimate the regression Yt = β0 + β1X1t + β2X2t + β3X3t + β4X4t + εt using 36 months of data.Using the residuals from this regression,we run another regression of 
on the predicted values 
t.From this regression we get a coefficient of determination R2 of 0.09.Let H0 be that there is no heteroscedasticity.What can you conclude?
Definitions:
Physiological Arousal
The physical changes in the body associated with emotions and stress, such as increased heart rate or sweating.
Experience Of Emotion
The complex psycho-physiological experience of an individual's state of mind as interacting with biochemical (internal) and environmental (external) influences.
Cannon-Bard Theory
A theory of emotion that argues that physiological arousal and the emotional experience occur simultaneously and independently.
Two-Factor Theory
A psychological theory proposing that emotional experiences arise from physiological arousal followed by the attribution of a cause for that arousal.
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