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Document that COPY OUT requires an absolute pathname.
As suggested by Etsuro Fujita, but with somewhat different wording.
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doc/src/sgml/ref/copy.sgml

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@@ -116,9 +116,10 @@ COPY { <replaceable class="parameter">table_name</replaceable> [ ( <replaceable
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<term><replaceable class="parameter">filename</replaceable></term>
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<listitem>
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<para>
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The absolute path name of the input or output file. Windows users
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might need to use an <literal>E''</> string and double any backslashes
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used in the path name.
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The path name of the input or output file. An input filename can be
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an absolute or relative path, but an output filename must be an absolute
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path. Windows users might need to use an <literal>E''</> string and
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double any backslashes used in the path name.
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</para>
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</listitem>
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</varlistentry>

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