Pesaran's test of cross sectional independence

[Soliman Rakha]

Dear there at Statalist

After regress the following model:
xtreg BTD0 LSA00 TAN00 PRF0 TBQ00 DEFM0, fe

I did Pesaran's test and I have got negative value??? How could interpret such NEGATIVE VALUE and over unity P-Value as bellow:

. xtcsd, pesaran
Pesaran's test of cross sectional independence = -0.742, Pr = 1.5416

Furthermore, Frees' Q test value indicated the presence of contemporaneous correlation

. xtcsd, frees
Frees' test of cross sectional independence = 5.139
Critical values from Frees' Q distribution
alpha = 0.10 : 0.2136
alpha = 0.05 : 0.2838
alpha = 0.01 : 0.4252

Appreciate help,,,

[Soliman Rakha]

I did Pesaran's test and I have got negative value??? How could interpret such NEGATIVE VALUE and over unity P-Value as bellow:

. xtcsd, pesaran
Pesaran's test of cross sectional independence = -0.742, Pr = 1.5416

Sorry for repeat but was no answer, appreciate help