Why is the variable containing the shell prompt called
Where does it come from ?
Does there exist
PS3, etc ... ?
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The PS used in variable names PSn comes from the term 'Prompt Statement'.
And yes, PS2 & PS3 also exists along with PS4.
A very well written articles is available on this topic at: http://www.thegeekstuff.com/2008/09/bash-shell-take-control-of-ps1-ps2-ps3-ps4-and-prompt_command/