title: Transfer Function Confidence interval estimation
body: <p>I've obtained a Transfer Function model to predict the value of $y_t$ which is:</p>
  
  <p>$$ y_t - \mu = \frac{0.0034 + 0.0024B^9}{1- 0.9B}x_{t-9} + \frac{1}{1+0.6B} a_t 
  $$</p>
  
  <p>I obtained this model with SAS, and each parameter is estimated as a T-Student distribution and the standard deviation for each parameter also is available. 
  The $x_t$ is the input parameter and $a_t$ is the white noise. </p>
  
  <p>I obtained predictions of $y_t$ with assigned values for different scenarios. Also, I need the confidence interval for the predicted values, but I do not know how I can calculated them.
  Please guide me how I can calculate them according to the obtained formula or with SAS commands.</p>
  
  <p>Thanks,
  Afshin</p>