The SET CONNECTION statement changes the active database connection to connection-name. The current connection state is saved,
and is resumed when it again becomes the active connection. If connection-name is omitted and there is a connection that was
not named, that connection becomes the active connection.
When cursors are opened in embedded SQL, they are associated with the current connection. When the connection is changed,
the cursor names of the previously active connection become inaccessible. These cursors remain active and in position, and
become accessible when the associated connection becomes active again.
This SQL statement is not supported for SAP HANA databases.