I didn't think that CDF=EMPIRICAL() in the documentation example was a function. In this syntax example (clipped from the doc), it looks, to me, like a statement option on the ERRORMODEL statement.
proc model data=t time=t itprint;
parm a 5 ;
y = a;
obj = resid.y * resid.y;
errormodel y ~ general( obj )
cdf=(empirical=( tails=( t(15) percent= 5)));
fit y / outns=s out=r;
solve y / data=t(where=(date='1jun95'd ))
residdata=r sdata=s random=200 seed=6789 out=monte;
Of course, I am not a STAT person and that was just the FIRST hit I came up with when searching the doc for the string "empirical CDF".
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