https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Panel-Data-Analysis/m-p/5508#M22 I am currently using PROC TSCSREG for analyzing a panel data using PARKS method. I get the warniing message<BR /> <BR /> "Estimated autoregression parameter RHO=1.129 did not satisfy |RHO|&lt;1.0 criteria for cross<BR /> section GVKEY=1318. It will be set to a value within range.".<BR /> <BR /> I am not sure why this is happening. Can somebody please help? Wed, 14 Nov 2007 23:36:36 GMT deleted_user 2007-11-14T23:36:36Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Panel-Data-Analysis/m-p/5508#M22 I am currently using PROC TSCSREG for analyzing a panel data using PARKS method. I get the warniing message<BR /> <BR /> "Estimated autoregression parameter RHO=1.129 did not satisfy |RHO|&lt;1.0 criteria for cross<BR /> section GVKEY=1318. It will be set to a value within range.".<BR /> <BR /> I am not sure why this is happening. Can somebody please help? Wed, 14 Nov 2007 23:36:36 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Panel-Data-Analysis/m-p/5508#M22 deleted_user 2007-11-14T23:36:36Z