If I remember correctly, the sar command provides human readable output from an "sa" file, created from the sysstat program which usually runs in cron. Take a look at your crontab and see if the line for sysstat is there. On my RHEL boxes, the file containing the cron entry for sysstat is /etc/cron.d/sysstat. That file contains two lines, one that creates the "sa" file, and another that creates the "sar" file. On our systems I've commented out the command that creates the "sar" file, and I use a program called KSAR to generate my own on demand output directly from the "sa" files.
Here's my sysstat file in case it helps...
# run system activity accounting tool every 10 minutes
*/10 * * * * root /usr/lib/sa/sa1 1 1
# generate a daily summary of process accounting at 23:53
#53 23 * * * root /usr/lib/sa/sa2 -A