Hi metalray,
If you don't have DIS, then you should try an SCD algorithm with base SAS to populate your SCD. I think the Kimball book has a flow showing how to populate one, you just need to use the data step or proc sql or combo.
Currently ( 9.1 or 9.2), the SAS OLAP cube does not support SCD out of the box; I know this because we wanted to do it too. What about using a current flag that is populated everytime there is some change? In the cube you might need to create some restriction via mdx.
I don't know what interface your using, but you could do a ROLAP via an information map(IM) - SAS calls it using a relational source to the IM. that way the IM seats on top of the star schema and you could query the SCD the way Kimball explains it. Of course, depending on how much data and resources you might have, the IM might not perform as well as a cube when your data is aggregated.Also, navigating a cube vs an IM-relational is very different , so the user might need education.
Message was edited by: jplarios