_n_ is an automatic variable, that iterates at the end of each data step iteration.
It's not a row counter, but can be used as a row counter unless you're doing some complex data steps.
It sounds like you have Base SAS, not EG (point and click interface) or SAS Studio (accessed via web browswer).
https://communities.sas.com/t5/forums/replypage/board-id/community_discussion/message-id/1323
If you're new to SAS, the SAS Analytics U page has training resources, free and paid, on the link on the right hand side. The first SAS programming e-course is free.
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