I do not know of a way to wrap the legend text, and it would be a complicated layout to do this. Legends layouts can get tricky. Also, the benefit of such wrapping to create tall and narrow legend is not clear. If you have long legend text, I suggest you use ACROSS=1 and place the legend at the bottom of the graph.
Unfortunately these methods won't provide what I want. I find tall and thin legends positioned to the right of the plot area are a good way of identifying multiple line series. This way, as well as identifying by colour and pattern, the series can also be identified by position (the top series first in the legend and so on).
With proc tabulate we can specify break characters in the formated values - but I presume this won't work in legends.
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