Dear Community,

In order to test for auto correlation in the error term of my dynamic panel regression analysis, I want to use the xtptqtest.

I run the following commands:
xtreg y l.y l2.y l3.y x1 ... x5, fe
predict ue, ue
xtptqtest ue, lags(1)

Consequently, I get the following error message: ue: At least one panel is too short, i.e. minT(1) <= lags(1)

Does anyone knows the reason for the error I encounter?

Kind regards,
Tom