Unable to register the AWS IoT ExpressLink SARA-R5 starter kit with my AWS development account

I am following the AWS IoT ExpressLink SARA-R5 Starter Kit - Getting started document, however after the step 5.1.4 I can not go further. When I try the AT+CONNECT command, I always see this error message:

ERR14 2 UNABLE TO CONNECT Network registration failed. For further details, refer to AT+DIAG CERR[/b]

What could be the mistake? Is It the Hologram SIM?