The input features you specified have eight or fewer valid features. To test for spatial autocorrelation in model residuals, a default spatial weights matrix based on eight nearest neighbors is used. When there are eight or fewer features, the default is set to the number of features minus two. Features with null values for any of the fields specified are not valid and are skipped.
In general, you should not use this tool with fewer than 30 features. If your feature class has eight or more features and you see this message, it is likely because of null values in the fields you specified. Exclude fields with null values or replace the null values with valid values.