It is narrated from Nafi' (may Allah have mercy on him): I was held back because of tending the mounts (feeding them and so on) (and he mentioned the narration). He said that the Messenger of Allah (peace and blessings be upon him) said, or Sayyiduna Umar (may Allah be pleased with him) said; the narrator says: my strongest assumption is that the Messenger of Allah (peace and blessings be upon him) said: "Let each of you pray in two garments, and if only one garment is available, let him tie it on, and let him not wrap the sheet around himself the way the Jews do, so that the hands cannot come out."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 3274