identifies an external
file. Under z/OS, it can be a valid ddname or a physical filename.
The ddname must have been previously associated with an external file
using either a TSO ALLOCATE command or a JCL DD statement.
You can specify one
or more files. They are searched in the order in which they are listed.
Details
Under z/OS, the MSG=
system option specifies the file that contains error, warning, and
informational messages that are issued during a SAS session.
You can use the APPEND
and INSERT system options to add additional file specifications. For
more information, see the APPEND and INSERT system options.