I hope somebody has a better way ... I always have had to jump through multiple hoops when there are missing values at the beginning of the series. My steps:
(1) Forecast missing values, using something like ID month_begin_date interval=monthly; That still leaves missing values at the beginning of the series.
(2) Create an artificial variable, with month beginning dates, but it backwards order. So the first MONTH_BEGIN_DATE has the highest value for this artificial variable, and the last MONTH_BEGIN_DATE has the lowest value. But the artificial variable must still take on values that represent the first day of the month. Sort the data by this artificial variable.
(3) Forecast missing values, using something like ID ARTIFICIAL_DATE interval=monthly;
(4) Drop the ARTIFICIAL_DATE.
That's a lot to ask if you are new to SAS. So I hope somebody out there has a better way.