If
/u/2011/budgets
is your current directory, you could specify only the filenames:
data 'quarter1';
merge 'jan' 'feb' 'mar';
run;
Note: If you omit the quotation
marks, then SAS assumes that these data sets are stored in the Work
directory.
If you wanted to use
a libref, you would specify:
libname budgets '.';
data budgets.quarter1;
merge budgets.jan budgets.feb budgets.mar;
run;