Use the SHOW SOURCE STATEMENTS toggle under the Options pull-down menu (from the Develop Models window or the Fit Models Automatically window) - this work fine for ARIMA models.
Of course you can also switch to the Program Editor and use the F4 key to recall the submitted code after using TSFS.
could you please elaborate. I tried using the F4 function and re-running the code that it provided but it did not seem to work. I hope to be able to use the code to write a macro in order to automate a process.
I think the F4 key trick will work only for ARIMA model specifications - I don't think that it will work to create a complete forecasting process flow like you have in mind. This will require some more additional work - please note that the TSFS was not designed for such purpose but for interactive analysis.
For a forecasting solution which supports batch processing as well please consider having a look at SAS Forecast Server.