You can use the Auto Key button to animate Shift-clone. However, there are some restrictions.
When the Auto Key button is on, the transform center defaults to local pivot, and the Use Center flyout on the toolbar is unavailable. If you choose one of the other centers and activate Auto Key, the center returns to the local pivot. This means you can’t directly animate about a non-local pivot center with Shift+Rotate and Shift+Scale. For example, you can't use this method to create clones in an arc or circular array around a common center.
To use a center separate from the object you’re cloning, you can do any of the following:
Using a Dummy Object as Center
In this procedure, you use the axis tripod of the dummy object as the center for rotation or scale.
To use a dummy object as center:
For details of dummy object use in hierarchies, see Using Dummy Objects.
In this procedure, you move the object’s pivot to the center of rotation or scale. This works much like using a dummy object.
Shift+Rotate or Shift+Scale now animates around the offset center. This works with the default setting for local center.
To change the default axis while animating:
In this procedure, you set 3ds Max to allow animation of transforms about any center on the Use Center flyout.
This changes the default and makes all the transform center options available when animating. You can now animate around either the selection or transform coordinate center, as well as local pivot.