Panel Data Analysis

[deleted_user]

I am currently using PROC TSCSREG for analyzing a panel data using PARKS method. I get the warniing message

"Estimated autoregression parameter RHO=1.129 did not satisfy |RHO|<1.0 criteria for cross
section GVKEY=1318. It will be set to a value within range.".

I am not sure why this is happening. Can somebody please help?