How to interpret the rho value from the output of xtpcse - Linear regression with panel-corrected standard errors (PCSE)

[Guest]

Hello,


I am using the command xtpcse with AR(1) and I have obtained a rho of 0.584676.

How I can interpret the previous value?

How can I test if this value is significant?


Regards,
Guest
(Stata/IC 15.1)