You are right. Some of these statistics are not provided by PROC ARIMA out of the box. You will need to combine the available outputs to calculate those. Some will be easy: ARSQ can be calculated from k,n,R2 (NPARMS,NUMRESID,SSE - from OUTSTAT=,   SST -from the output of IDENTIFY statement) For some you will need to use the OUT= data set. For example MAXERR needs the RESIDUAL variable in OUT=. And probably the most interesting one: RWRSQ - you will need to fit a RandomWalk model, and use its results in the calculation.   You could check other SAS/ETS procedures, maybe some can fit the same (or similar) model, but provide the statistics you need. PROC UCM, PROC VARMAX.   Some formulas: https://support.sas.com/documentation/cdl/en/etsug/68148/HTML/default/viewer.htm#etsug_ucm_details40.htm   ... View more