But I am getting error on this
Your are starting to get tiresome. This statement is pretty much meaningless -- did you get a JCL error? a system abend? an error message in the output of the utility? Without such details, NOBODY can help you.
Futhermore, you need to read this excerpt from the manual to understand what Mr. Myers is telling you:
3.10.1 Data Set Organization of Generation Data Sets
Generation data sets can be sequential, PDSs, or direct. If you use PDSs as generation data sets, you should reference them using absolute data set names rather than relative names.
Example: When referencing a generation data set, it is common to use relative naming, as in A.B.C(0), A.B.C(+1), or A.B.C(-1). You cannot use relative naming with a PDS. You can refer to a specific member of a PDS that is a generation data set. Use absolute names such as A.B.C.G0005V00(member) when referring to a member of a PDS.
Restriction: Generation data sets cannot be PDSEs, UNIX files, or VSAM data sets.
Warning: if you attempt to continue this thread, it will be locked. You have been told, clearly, that what you want to do is not possible the way you are writing your JCL. There is no need to continue this discussion.