If you specify the FIT statement in PROC COPULA and the first variable that you specify in the VAR statement does not exist in the input data set, the following errors are issued in the log:

ERROR: An exception has been encountered.
Please contact technical support and provide them with the following traceback information:

The SAS task name is [COPULA]
ERROR: Write Access Violation COPULA
Exception occurred
Task Traceback

To avoid the problem, specify a valid VAR statement.