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. If, however, 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.