PROC FORECAST may compute a non-missing correlation coefficient, even though the variable on the VAR statement contains the same value for all observations. When a constant variable is analyzed by the procedure, the _TYPE_=CORR observation in the OUTEST= data set should be set to missing.

The _TYPE_=CORR observation is written to the OUTEST= data set only when the OUTFITSTATS option is specified on the PROC FORECAST statement. The correlation coefficient is not written to the OUTEST= data set by default.

Note that this problem does not affect the forecasts written to the OUT= data set.