Without more details, it is hard to say whether you can do this or not. It depends on what you mean when you say you want to predict for new times.
Are you looking to predict at new survival times, that is, extrapolate beyond the event times already contained in your data? If so, the proportional hazards model is not an appropriate model to do this. It would simply extend the survival time beyond the last time in the model.
If you have a "new" time within the range of the event times used to build the model, then you could estimate the survival at these "new times" by adding these new observations to the DATA= dataset. You can define a new variable on the DATA= dataset to be used in the FREQ statement of PHREG. This variable would take on a value of zero (FREQ=0) for the new observations and also assigns the original times a value of one (FREQ=1). Note that you will, of course, need to provide covariate values for the new observations. The survival estimates for these new observations will be in the OUTPUT data set.
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