By running the following bayesian regression model using SAS 9.4:

PROC GENMOD DATA = TRAININGSET;
     CLASS X;
     MODEL Y = X /DIST = POISSON LINK = LOG;
     BAYES
     NMC = 1000
     SEED = 1234
     COEFFPRIOR = NORMAL;
RUN;

I found the following warning in the LOG window:

WARNING: There is still significant autocorrelation after 500 lags, and the 
 size for the parameter XXXX might not be estimated accurately.

What does this kind of error imply in a bayesian framework for the $\beta$ coefficient estimates and what do you suggest to solve/avoid this kind of problem?

Thanks in advance for the help!