Rational Developer for System z
PL/I for Windows, Version 8.0, Programming Guide

Attempting to use files not associated with data sets

If you attempt to use a file that has not been associated with a data set, (either through the use of the TITLE option of the OPEN statement or by establishing a DD:ddname environment variable), the UNDEFINEDFILE condition is raised. The only exceptions are the files SYSIN and SYSPRINT; these default to the CON device.

Rational Developer for System z
PL/I for Windows, Version 8.0, Programming Guide