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SAS/ETS 9.22 User''''s Guide 302 pps

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Figure 50.12 Depreciation Table with MACRS10 Click OK to return to the Investment Analysis dialog box.. Right-click in the Cashflow Specification area as shown inFigure 50.18, and releas

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3002 F Chapter 50: Investments

2 Enter 50000 for the Cost

3 Enter 2000 for the Year of Purchase

4 Enter 10 for the Useful Life

5 Enter 0 for the Salvage Value

You must specify the depreciation before generating the depreciation schedule After you have specified the depreciation, click Create Depreciation Schedule to generate a depreciation schedule like the one displayed inFigure 50.10

Figure 50.10 Creating a Depreciation Schedule

The default depreciation method is Declining Balance (with Conversion to Straight Line) Try the following methods to see how they each affect the schedule:

 Straight Line

 Sum-of-years Digits

 Declining Balance (without conversion to Straight Line)

It might be useful to compare the value of the boat at 5 years for each method

A description of these methods is available in the section “Depreciation Methods” on page 3067

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Using the Depreciation Table

Sometimes you want to force the depreciation rates to be certain percentages each year This option is particularly useful for calculating modified accelerated cost recovery system (MACRS) depreciations The United States’ Tax Reform Act of 1986 set depreciation rates for an asset based on an assumed lifetime for that asset Since these lists of rates are important to many people, Investment Analysis provides SAS data sets for situations with yearly rates (using the “half-year convention”) Find them

atSASHELP.MACRS*where*refers to the class of the property For example, useSASHELP.MACRS15 for a fifteen-year property (When using the MACRS with the Tax Reform Act tables, you must set the Salvage Value to zero.)

Suppose you want to compute the depreciation schedule for the commercial fishing boat described in the section “Depreciation Tasks” on page 3001 The boat is a ten-year property according to the Tax Reform Act of 1986

To employ the MACRS depreciation from the Depreciation dialog box, follow these steps:

1 Select the Depreciation Table option within the Depreciation Method area and click OK This opens the Depreciation Table dialog box

2 Right-click within the Depreciation area (which pops up a menu) and select Load

3 Enter SASHELP.MACRS10 for the Dataset Name The dialog box should look like Fig-ure 50.11

Figure 50.11 MACRS Percentages for a Ten-Year Property

Click OK to return to the Depreciation dialog box Click Create Depreciation Schedule and the depreciation schedule fills (seeFigure 50.12)

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3004 F Chapter 50: Investments

Note there are eleven entries in this depreciation schedule This is because of the half-year convention that enables you to deduct one half of a year the first year which leaves a half year to deduct after the useful life is over

Figure 50.12 Depreciation Table with MACRS10

Click OK to return to the Investment Analysis dialog box

Bond Tasks

Suppose someone offers to sell you a 20-year utility bond that was issued six years ago It has a

$1,000 face value and pays semi-year coupons at 2% You can purchase it for $780 Would you be satisfied with this bond if you expect an 8% minimum attractive rate of return (MARR)?

In the Investment Analysis dialog box, select Investment! New ! Bond from the menu bar to open the Bond dialog box

Specifying Bond Terms

To specify the bond, follow these steps:

1 EnterUTILITY_BONDfor the Name

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2 Enter 1000 for the Face Value.

3 Enter 2 for the Coupon Rate The Coupon Payment updates to 20

4 Select SEMIYEAR for Coupon Interval

5 Enter 28 for the Number of Coupons Because 14 years remain before the bond matures, the bond still has 28 semiyear coupons to pay The Maturity Date updates

Computing the Price from Yield

Enter 8 for Yield within the Valuation area You see the bond’s value would be $666.72 as in Figure 50.13

Figure 50.13 Bond Value

Computing the Yield from Price

Now enter 780 for Value within the Valuation area You see the yield is only 6.5%, as inFigure 50.14 This is not acceptable if you desire an 8% MARR

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3006 F Chapter 50: Investments

Figure 50.14 Bond Yield

Performing Bond Analysis

To perform bond-pricing analysis, follow these steps:

1 Click Analyze to open the Bond Analysis dialog box

2 Enter 8.0 as the Yield to Maturity

3 Enter 4.0 as the +/-

4 Enter 0.5 as the Increment by

5 Enter 780 as the Reference Price

6 Click Create Bond Valuation Summary

The Bond Valuation Summary area fills and shows you the different values for various yields as in Figure 50.15

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Figure 50.15 Bond Price Analysis

Creating a Price versus Yield-to-Maturity Graph

Click Graphics to open the Bond Price dialog box This contains the price versus yield-to-maturity graph shown inFigure 50.16

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3008 F Chapter 50: Investments

Figure 50.16 Bond Price Graph

Click Return to return to the Bond Analysis dialog box In the Bond Analysis dialog box, click

OK to return to the Bond dialog box In the Bond dialog box, click OK to return to the Investment Analysis dialog box

Generic Cashflow Tasks

To specify a generic cashflow, you merely define any sequence of date-amount pairs The flexibility

of generic cashflows enables the user to represent economic alternatives or investments that do not fit into loan, savings, depreciation, or bond specifications

In the Investment Analysis dialog box, select Investment! New ! Generic Cashflow from the menu bar to open the Generic Cashflow dialog box EnterRETAILfor the Name as inFigure 50.17

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Figure 50.17 Introducing the Generic Cashflow

Right-Clicking within the Cashflow Specification Area

Right-clicking within Generic Cashflow’s Cashflow Specification area reveals the pop-up menu displayed inFigure 50.18 The menu provides many useful tools to assist you in creating these date-amount pairs

Figure 50.18 Right-Clicking within the Cashflow Specification Area

The following sections describe how to use most of these right-click options The Specify and Forecast menu items are described in the sections “Including a Generated Cashflow” on page 3011 and “Including a Forecasted Cashflow” on page 3013

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3010 F Chapter 50: Investments

Adding a New Date-Amount Pair

To add a new date-amount pair manually, follow these steps:

1 Right-click in the Cashflow Specification area as shown inFigure 50.18, and release on Add

2 Enter01JAN01for the date

3 Enter 100 for the amount

Copying a Date-Amount Pair

To copy a selected date-amount pair, follow these steps:

1 Select the pair you just created

2 Right-click in the Cashflow Specification area as shown inFigure 50.18, but this time release

on Copy

Sorting All of the Date-Amount Pairs

Change the second date to 01JAN00 Now the dates are unsorted Right-click in the Cashflow Specification area as shown inFigure 50.18, and release on Sort

Deleting a Date-Amount Pair

To delete a selected date-amount pair, follow these steps:

1 Select a date-amount pair

2 Right-click in the Cashflow Specification area as shown in Figure 50.18, and release on Delete

Clearing All of the Date-Amount Pairs

To clear all date-amount pairs, right-click in the Cashflow Specification area as shown in Fig-ure 50.18, and release on Clear

Loading Date-Amount Pairs from a Data Set

To load date-amount pairs from a SAS data set into the Cashflow Specification area, follow these steps:

1 Right-click in the Cashflow Specification area, and release on Load This opens the Load Dataset dialog box

2 EnterSASHELP.RETAILfor Dataset Name

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3 Click OK to return to the Generic Cashflow dialog box.

If there is a Date variable in the SAS data set, Investment Analysis loads it into the list If there

is no date-time-formatted variable, it loads the first available date or date-time-formatted variable Investment Analysis then searches the SAS data set for an Amount variable to use If none exists, it takes the first numeric variable that is not used by the Date variable

Saving Date-Amount Pairs to a Data Set

To save date-amount pairs from the Cashflow Specification area to a SAS data set, follow these steps:

1 Right-click in the Cashflow Specification area and release on Save This opens the Save Dataset dialog box

2 Enter the name of the SAS data set for Dataset Name

3 Click OK to return to the Generic Cashflow dialog box

Including a Generated Cashflow

To generate date-amount pairs for the Cashflow Specification area, follow these steps:

1 Right-click in the Cashflow Specification area and release on Specify This opens the Flow Specification dialog box

2 Select YEAR for the Time Interval

3 Enter today’s date for the Starting Date

4 Enter 10 for the Number of Periods The Ending Date updates

5 Enter 100 for the level You can visualize the specification in the Cashflow Chart area (see Figure 50.19)

6 Click Add to add the specified cashflow to the list in the Generic Cashflow dialog box Clicking Add also returns you to the Generic Cashflow dialog box

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