This can be done with LOGTOOL inside SYSDIAG. Use STATUS or STATUS DETAIL to get an idea about available log files (and dates they cover). The TYPES command gives a list of event type codes (it does not show which have been enabled in SYSGEN, though). The SUMMARIZE command is helpful to get an overview of logged events and LIST can be used to display/extract detailed info.

Here is a typical example to investigate past console messages by extracting them to an output file for further processing with PRINT, FCOPY or an editor of your choice.

Notice that the OUTFILE option sends output to myfile.DIAG.SYS instead of $STDLIST. The HELP facility inside LOGTOOL is quite useful for further information.