Hi @somebody
PROC ARIMA assumes the data are equally-spaced and sorted sequentially over time, therefore, a time ID variable is not required to compute the cross-correlations. If you have gaps in the data, then these gaps should be filled in with missing values (or some other value of your choosing) prior to running the procedure in order to preserve the correct spacing between observations.
PROC ARIMA supports a BY statement so you can perform a separate analysis for each BY group. Within each BY group, PROC ARIMA assumes the data is equally-spaced and sorted sequentially over time.
I hope this helps!
DW