//截距项矩阵alpha
Alpha:=array((0.1288),(-0.0731),(0.0606),(-0.1398),(-0.2368));
//回归残差矩阵
eps:=array(( 0.2391, 2.8350, 0.1298, -0.1303, -0.4705),
( 0.3388, 0.8279, 0.8726, 1.0098, -0.1260),
( 1.2022, 0.7552, 0.1406, 0.9817, -0.5472),
(-1.2390, -0.8745, -0.8203, -0.7948, -0.9886),
(-0.1682, 0.3842, -0.1333, -0.0479, -0.5298),
( 0.4537, 0.2827, 0.4283, 0.5073, -0.0321),
(-0.6363, 0.3396, -0.4626, -0.2871, -0.5787),
( 0.3037, -0.9632, 0.0126, -0.0788, 0.9519),
( 1.6618, -1.7807, 0.2230, 0.6233, 1.4380),
(-0.2783, 0.4255, -0.3253, -0.2529, -1.0784));
//因子暴露矩阵
mu:=array(( 1.9006, 1.4588,-0.8829),
( 2.4169, 1.2151,-1.1462),
( 0.4599, 0.9646,-0.5166),
( 0.8420, 0.9289, 0.2966),
( 0.1703,-1.6531, 0.0567),
( 1.3330, 1.3360,-1.1067),
(-0.7639,-0.5524, 0.1642),
( 0.4294,-0.2513, 0.2316),
( 2.7809, 1.2122,-0.5281),
( 0.5903, 1.6501,-0.5097));
return Regress_GRStest(alpha,eps,mu);
//array("FGRS":1.97496665,"pGRS":0.36939759)