xtcd implements the Pesaran (2004) CD test for cross-section dependence in panel time-series data.  The routine performs the same CD test as the xtcsd varname, pesaran command by De Hoyos and Sarafidis (2006) but (i) allows for multiple variable series to be tested at the same time and (ii) is not a post-estimation command: xtcd can be applied to variable series (e.g. pre-estimation analysis of
    cross-section dependence in the data) as well as to residuals

受用了 ，那假如我需要检验一个变量M，10年30个体的截面相关性，是否可以这样做：
quietly xtreg m
xtcsd,pes

pes是什么意思呢

请问知道如何用R进行截面相关检验吗？谢谢！