In reply to Saiful.

First, run PROC GLMSELECT to obtain the spline columns. Then use them in your favorite regression procedure:

proc glm data=Splines;
model mpg_city = spl:;
output out=GLMOut predicted=Pred lcl=Lower ucl=Upper;
quit;
proc sgplot data=GLMOut;
band x=EngineSize lower=Lower upper=Upper / legendlabel="95% Prediction Limits";
scatter x=EngineSize y=MPG_city;
series x=EngineSize y=Pred;
run;