The best resource for interested SAS users is SAS's Web site (www.sas.com). The Web site offers manuals about several SAS products including SAS/ETS 9.3 (the latest version of the ETS at the time of this writing) and is available free of cost. The ETS manual provides detailed discussion about all the procedures (related to the ETS) including Proc ARIMA, PROC AUTOREG, PROC MODEL, and others. Furthermore, it shows useful SAS codes and examples of SAS output. In our view, the SAS Web site is the single best source for all level of SAS users, from beginner to advanced.
For the beginner, The Little SAS Book: A Primer, 5th ed., by Lora Delwiche and Susan Slaughter (Cary, NC: SAS Institute, 2012), is one of the most useful books for SAS users. It offers a detailed discussion about the DATA and the PROC steps, provides very useful tips for SAS users, and is user friendly.
Applied Statistics and the SAS Programming Language, 5th ed., by Ron P. Cody (Upper Saddle River, NJ: Pearson, 2005), is a good reference book for experienced SAS users and a good source for the PROC steps.
Statistical Programming with SAS/IML Software by Rick Wicklin (Cary, NC: SAS Institute, 2010) is a book for very advanced SAS users interested in writing their own programs, as SAS/IML is a programming language tool.