The VAR statement lists the numeric variables to be analyzed. If you omit the VAR statement, all numeric variables not specified
in other statements are analyzed. However, if the DATA= data set is TYPE=SSCP, the default set of variables used as VAR variables
does not include Intercept
so that the correlation or covariance matrix is constructed correctly. If you want to analyze Intercept
as a separate variable, you should specify it in the VAR statement.