There is no recovery control data set (RCDS) defined for your CICS VR run, or the RCDS is incorrectly specified.
CICS VR stops.
Add the RCDS to the CICS VR JCL, or correct the specification. Ensure you have included the RCDS in the CICS VR JCL skeleton. For more information about setting up the ISPF dialog interface, see CICS VR Implementation Guide and Reference.