我用GAUSS做FMOLS，结果竟然是这样，哪里出错了呢？
The true Covariance of FM_beta is:
0.4670 -0.4202  0.0500
-0.4202  0.4687 -0.0972
0.0500 -0.0972  0.0856
>> n=30;
>> t=11;
>> k=5;
>> load s[t,n]=y.dat;
>> load z[t,n*k]=x.dat;
>> library panel coint;
>> _ker_fun=&fejer;
>> output file=r.out reset;
>> format/rd 11,30;
>> format/rd 11,4;
>> fm_rd(s,z,"r");
The Conventional T test and OLS estimator
The FM_beta1 is:  0.0058
The t-ratio1 is:  2.5415            probabiltiy(t)=  0.0058 probability(N)= 0.0055
The FM_beta2 is: -0.1672
The t-ratio2 is: -31.1949            probabiltiy(t)=  0.0000 probability(N)= 0.0000
The FM_beta3 is:  0.3755
The t-ratio3 is: 75.2781            probabiltiy(t)=  0.0000 probability(N)= 0.0000
The FM_beta4 is:  0.3088
The t-ratio4 is: 149.1917            probabiltiy(t)=  0.0000 probability(N)= 0.0000
The FM_beta5 is: -0.1362
The t-ratio5 is: -86.8458            probabiltiy(t)=  0.0000 probability(N)= 0.0000
R square is: 268.9304
Adjusted Rsquare is: -298.8429