DB2 Z/OS 10.1.5

Hi

Iam trying to write a simple query in a SQL script (not Stored Proc).
in IBM Data Studio sql script.

Basically assign to a variable and retrive.
declare var char(5)
set var = 'hello';
select var from sysibm.sysdummy1;

I have tried some of the options like begin atomic,statement terminator given in other threads, but they do not seem
to work.

Is variable assignmnet not available in Z/OS?
DB2 local variables
declaring variables inside DB2

Is temp table the only solution?

Is some more details required?
Can someone give the syntax to be used?