Beginning in SAS^® 9.3, the DLCREATEDIR system option can be used in conjunction with the LIBNAME statement to create a directory if the directory does not exist. The DLCREATEDIR option creates only a single level of a previously non-existent directory. If multiple levels of directories are required, use logic like the following:

options dlcreatedir;
libname one "c:\one";
libname two "c:\one\two";
libname one clear;

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