To specify an SMF data set name, use the DSNAME parameter in the SMFPRMxx parmlib member. This parameter allows the installation to specify the set of data sets to be used for SMF data set recording.
Note that this parameter does not apply to SMF log stream recording, but can be specified as a fallback option when recording to logstreams..
For more information on the DSNAME parameter see z/OS MVS Initialization and Tuning Reference.