Your code seems OK, but for some reason EM thinks that you have not run your neural network yet:
8749 proc freq data=&EM_IMPORT_DATA; ERROR: File EMWS3.NEURAL_TRAIN.DATA does not exist.
If you have this flow:
Data(node)-->Neural network(node)--> sas code(node)
click on your SAS Code node, go to Imported Data and browse or explore the training data. Confirm that data set exist, and your code should run.
good luck!
-M
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