用eviews吧，不过找本sas的书也应该可以的

The procedure will be,

The VARMAX Procedure

Overview: VARMAX Procedure
Given a multivariate time series, the VARMAX procedure estimates the model parameters and generates forecasts associated with vector autoregressive moving-average processes with exogenous regressors (VARMAX) models. Often, economic or financial variables are not only contemporaneously correlated to each other, they are also correlated to each other’s past values. The VARMAX procedure can be used to model these types of time relationships. In many economic and financial applications, the variables of interest (dependent, response, or endogenous variables) are influenced by variables external to the system under consideration (independent, input, predictor, regressor, or exogenous variables). The VARMAX procedure enables you to model the dynamic relationship both between the dependent variables and also between the dependent and independent variables.

谢谢两位的解答，可否推荐这方面比较好的SAS书籍，谢谢！