If you want to do ARIMA in PROC ARIMA this is an awesome piece. Something I have been looking for for years and found by accident.
http://econweb.tamu.edu/cschulman/class/Sas Docs/ARIMA Procedure.pdf
http://econweb.tamu.edu/cschulman/class/Sas Docs/ARIMA Procedure.pdf
http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#arima_toc.htm