Hi Tony, This message indicates that since the model is predicting almost perfectly (near-0 ASE), that there is likely an input variable that has identical or almost identical values as the target variable.  However, it is very strange that you didn't get that message when running with the un-partitioned data.  In the Results from the un-partitioned Regression, are you seeing a very small ASE? Thanks, Wendy ... View more

Hello - You may be able to build some econometric model to do what you have in mind. As part of SAS Forecast Server you will have access to SAS/ETS. Adding for his thoughts. Thanks, Udo ... View more