Issue Creating SQL Server Audit

[Asmit Khadka]

Hello, I am using a shared hosting package which is using plesk onyx to manage my MSSQL database and my site too in Windows Server 2012 R2. But when i try to create the server audit using mssql user name and password it gives an error " User donot have permission to perform this action"

Here is my query and error :

USE master;
GO
CREATE SERVER AUDIT HIPAA_Audit
TO FILE ( FILEPATH ='C:\Inetpub\vhosts\domainname.com\httpdocs\Audit\' );
GO

*Error*
Msg 15247, Level 16, State 1, Line number 1
User does not have permission to perform this action.

By any chance, is there any feature to create server audit for a normal than master.

Thanks