When the PICKMDL statement is specified and no model is selected, then the model in the "Final Automatic Model Selection" table is displayed as "(*, *, *) (*, *, *)" and an error message is displayed in both the log file and the output. If the "Final Automatic Model Selection" table is output to a data set, the model orders are output as –1, indicating the failure to select a model. For more information about PICKMDL model selection, see the section PICKMDL Model Selection.