Musnad Ahmad 31:749

Muhammad ibn Ja'far, Ghundar, narrated to us, Malik ibn Anas narrated to us, from al-Zuhri, from 'Ata' ibn Yazid, from Abu Sa'id al-Khudri, from the Messenger of Allah, may Allah bless him and grant him peace, that he said: "When you hear the call (Adhan), say the same as what the caller says."