SAS does not have built-in support for complex-valued analysis. There are a few instances where complex number arise in statistics (mostly time series and eigenvalues) but most SAS functions take real arguments. If you want to use complex values, you might want to consider symbolic math software such as Mathematica.
You can, of course, do these computations in SAS by defining your own functions, but it will be a pain. You can define the trig, arc-trig, and hyperbolic trig functions for complex numbers, but they are complicated and multivalued. You have to choose Principal Values to get an actual function.
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