PHREG does not produce hazard estimates.  The underlying model is h(t) = ho(t) * exp(xbeta) where ho(t) is an unknown and unspecified baseline hazard.   Cox's method of partial likelihood does away with ho(t) but still estimates the coefficients.  These coefficients are exponentiated to give hazard ratios which is the main output of PHREG.  It you have time-dependent covariates (td-covars) defined by programming statements inside the PHREG step then, as you noticed, the OUTPUT and BASELINE statements are not available.   If you could use the model (t1, t2) counting-process style of input (cp-syntax) then the BASELINE statement could be used with the CUMHAZ= keyword to get cumulative (integrated) hazard estimates.  ... View more