Apparently, you have no power at the 12 volt battery/memory wire at the radio harness of the vehicle. This wire is white with blue in color.
Also, based upon your description, you have connected the battery/memory wire and the accessory wire of the radio to the 12 volt accessory (switched) wire of the vehicle. This wire is white with red in color.
Check the radio/ stereo fuse of the car. You may have blown the fuse during your installation.
You have no memory at the radio because when you turn off the key, you lose all power to the radio.
Also, I mentioned the wire colors just in case you used an aftermarket radio wiring harness. Make sure that the yellow from the Pioneer unit is going to the battery power source and, the red of the Pioneer is going to the switched power source.

This should help you out. Good Luck.

Check the fuses in your car and on the head unit first, and then check for 12 volts to the power wire and acc wires. Check your ground wire for an open line. If everything checks out, it may be time to invest in a new head unit.

I’m happy to help further over the phone at https://www.6ya.com/expert/jeremy_69f3cc28d95bf514

Check speaker wires for short or touching. Try unhooking one speaker at a time then try it. If it doesnt do it on one that speaker/wiring is your pulprit.

Hi I was wondering were can i buy any one of these head units, i really want the Pioneer Deh-p9650. but i cant not find one place were i can buy it. i usto have the 8400mp like 6 or 7 years ago but i sold it and now i want a nother 1... i would really like to buy the Pioneer Deh-p9650mp so if any one can point me in the right direction i would be more then greatful.

thanks

DEH-P9650MP ??

If you have a blue with white on it or a solid blue lead, I'm at a loss, however the manual even states that colors may change w/o notice. Best way to tell is to use a meter, black probe to ground and red probe to the orange. Put it on DC voltage then turn the ignition to acc. then turn on the deck, my hunch is that it's your amp remote turn on wire for an external amp or it can be used for a power antenna. Voltage should be 12.2-13.8dcv. Hope this helps

this works on some other pioneer head units i encountered it may work on yours.
Shut it off and hold the function button until the options appear then you can scroll through and change a bunch of settings including the aux input

Very common with pioneers. their is a ground loop fuse-located inside the head unit, that has to be repaired at the factory. Or, the best way-just like you said, is to ground the rca's, solder a thin wire to each rca, easiest and cheapest way. I had it happen to me with a 4800.

how are your speakers-if the speakers are not in good condition or they cannot handle the power that your head unit puts out the radio will shut down to protect itself- also check your ground line to the radio if the ground is not clean the unit can show the same symptom