用的是什么命令做自相关？面板数据的

xtgls y x, panel(correlated) corr(ar1)
或者
xtgls y x, panel(correlated) corr(psar1)
其中：
panels(correlated)：specifies heteroskedastic error structure with cross-sectional correlation.  If p(c) is specified, you must also specify a time variable (use xtset).  The results will be based on a generalized inverse of a singular matrix unless T>=m (the number of periods is greater than or equal to the number of panels).
corr(ar1)：specifies that, within panels, there is AR(1) autocorrelation and that the coefficient of the AR(1) process is common to all the panels.  If c(ar1) is specified, you must also specify a time variable (use xtset).
corr(psar1)：specifies that, within panels, there is AR(1) autocorrelation and that the coefficient of the AR(1) process is specific to each panel.  psar1 stands for panel-specific AR(1).  If c(psar1) is specified, a time variable must also be specified; use xtset.

为什么做不了自相关检验啊？安装命令为什么不行

请问AR是怎么做的吗