Hi dear all. I am having an unexpected error message from xtpmg output.

I am using Stata 16 for Mac

I have time series panel data. When I run PMG and DFE, there is no problem. But when I try MG, I have the following

​​​​​​xtpmg dlnmtob dexri, ///
lr(l.lnmtob exri) ///
ec(ECT) replace mg
invalid new variable name;
variable name ECT is in the list of predictors
r(110);

Please, can anyone help me understand why?

Thanks