Trying to set the radio stations on Alpine stereo

The radio either does not have the yellow power wire connected(constant 12v) or the wire is connected to a switched source and when the key is turned off the radio has no backup power. You will need to pull the radio out and verify the yellow wire is not connected to switched voltage and connected to constant power. It is also possible that they have the red and yellow wires mixed up. Remember yellow constant power and red is switched power(with ignition key). And also disconnect your negative battery cable when working on the electrical system of your vehicle...you may short something out and damage your vehicle's electrical system or head unit.