In reply to Thomas Muasya.

A 95% CI will never include rho=1, so the hypothesis H0: rho=1 will always be rejected (unless the data themselves have perfect correlation). In fact, the RHO0= option in the syntax must be strictly less than 1. I think the way to proceed is to use a one-sided test such as H0: rho > 0.99. The syntax for that is

proc corr data=Have noprob spearman fisher(rho0=0.99 type=upper);
run;

The documentation for the Fisher transformation provide information about the FISHER option.