Your right hand side doesn't look like CLASS variables. Remove CLASS statement.
options ls=max center=0;
data cpi;
infile cards dsd firstobs=2;
input CPIAll2 CPIAllMinusFnE2 CPIFood2 CPIEnergy2 CPIMedical2 CPIShelter2 MinWageCPI2;
cards;
CPIAll2,CPIAllMinusFnE2,CPIFood2,CPIEnergy2,CPIMedical2,CPIShelter2,MinWageCPI2
28.09,28.93,28.93,21.48,19.68,23.96,29.85
28.86,29.59,30.17,21.53,20.63,24.47,29.85
29.15,30.18,29.66,21.90,21.49,24.73,29.85
29.58,30.64,30.02,22.43,22.25,25.23,29.85
29.89,30.98,30.36,22.49,22.93,25.45,31.34
30.25,31.41,30.63,22.58,23.53,25.73,34.33
30.63,31.80,31.07,22.63,24.09,26.07,35.32
31.02,32.28,31.48,22.53,24.58,26.50,37.31
31.51,32.74,32.18,22.95,25.18,26.99,37.31
32.46,33.54,33.81,23.30,26.30,27.80,37.31
33.36,34.71,34.06,23.84,28.15,28.77,41.42
34.78,36.32,35.29,24.19,29.86,30.13,47.26
36.68,38.43,37.11,24.82,31.93,32.58,47.76
38.83,40.83,39.20,25.50,33.95,35.54,47.76
40.49,42.74,40.35,26.51,36.15,37.03,47.76
41.82,44.05,42.09,27.24,37.32,38.68,47.76
44.40,45.58,48.18,29.45,38.76,40.48,47.76
49.31,49.34,55.12,38.05,42.37,44.41,55.72
53.82,53.89,59.79,42.09,47.48,48.79,62.69
56.91,57.43,61.63,45.11,51.99,51.48,68.66
60.61,61.03,65.52,49.39,56.96,54.95,68.66
65.23,65.48,72.06,52.53,61.77,60.49,79.10
72.58,71.86,79.92,65.74,67.48,68.90,86.57
82.41,80.78,86.78,86.03,74.88,80.99,92.54
90.93,89.24,93.56,97.72,82.93,90.48,100.00
96.50,95.85,97.35,99.15,92.55,96.89,100.00
99.60,99.62,99.41,99.93,100.59,99.13,100.00
103.88,104.54,103.23,100.93,106.86,103.99,100.00
107.57,109.12,105.57,101.63,113.52,109.82,100.00
109.61,113.53,108.94,88.23,122.04,115.83,100.00
113.63,118.20,113.48,88.58,130.14,121.24,100.00
118.26,123.42,118.18,89.25,138.64,127.08,100.00
123.97,128.98,125.08,94.32,149.25,132.83,100.00
130.66,135.46,132.37,102.09,162.80,139.98,110.07
136.19,142.11,136.25,102.45,177.02,146.28,123.51
140.32,147.31,137.89,103.00,190.07,151.19,126.87
144.46,152.18,140.86,104.15,201.41,155.73,126.87
148.23,156.52,144.28,104.63,211.02,160.53,126.87
152.38,161.20,148.42,105.24,220.47,165.68,126.87
156.85,165.56,153.28,110.13,228.23,171.03,130.60
160.52,169.51,157.28,111.52,234.58,176.28,145.77
163.01,173.38,160.68,102.88,242.13,182.11,153.73
166.58,176.98,164.10,106.62,250.58,187.26,153.73
172.20,181.29,167.82,124.61,260.75,193.35,153.73
177.07,186.13,173.08,129.29,272.76,200.56,153.73
179.88,190.45,176.22,121.68,285.60,208.09,153.73
183.96,193.23,179.98,136.49,297.08,213.12,153.73
188.88,196.63,186.18,151.39,310.13,218.84,153.73
195.29,200.89,190.73,177.05,323.23,224.43,153.73
201.59,205.92,195.18,196.86,336.18,232.13,153.73
207.34,210.73,202.92,207.72,351.05,240.61,164.18
215.30,215.57,214.11,236.67,364.06,246.67,185.07
214.54,219.24,217.96,193.13,375.61,249.35,205.97
218.06,221.34,219.63,211.45,388.44,248.40,216.42
224.94,225.01,227.84,243.91,400.26,251.65,216.42
229.59,229.76,233.78,246.08,414.92,257.08,216.42
232.96,233.81,237.04,244.41,425.13,263.06,216.42
236.74,237.90,242.72,243.58,435.29,270.51,216.42
237.02,242.25,247.23,202.90,446.75,278.80,216.42
240.01,247.60,247.93,189.53,463.67,288.23,216.42
245.12,252.17,250.06,204.54,475.32,297.80,216.42
251.11,257.57,253.56,219.94,484.71,307.66,216.42
255.66,263.21,258.32,215.29,498.41,318.05,216.42
;;;;
run;
proc print width=min;
run;
proc glm data=cpi;
model MinWageCPI2=CPIAllMinusFnE2 CPIFood2 CPIEnergy2 CPIMedical2 CPIShelter2 / solution;
run;
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