From sas 9.2
Sample 35591: How to use the new macro IN operator for SAS 9.2

http://support.sas.com/kb/35/591.html

options minoperator; 这个option允许在macro中使用in operator。
%if %eval(&i in 1 3 5 7) %then %do;
        %put &i is in the list;
%end;

You can levelage the in function in sas9.3 as below.

141  %macro a;
142    %do i=1 %to 10;
143      %put i=&i in_return_value=%sysfunc(in(&i,1, 3, 5));
144    %end;
145  %mend a;
146  %a
i=1 in_return_value=1
i=2 in_return_value=0
i=3 in_return_value=1
i=4 in_return_value=0
i=5 in_return_value=1
i=6 in_return_value=0
i=7 in_return_value=0
i=8 in_return_value=0
i=9 in_return_value=0
i=10 in_return_value=0