Specify the report options. The NOWD option runs PROC REPORT without the REPORT window and sends its output to the open output destinations. HEADLINE underlines the column headings. HEADSKIP writes a blank line beneath the underlining that HEADLINE writes. SPLIT= defines the split character as an asterisk (*) because the default split character (/) is part of the name of a department.
proc report data=grocery nowd headline headskip split='*';