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

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3002 ✦ 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 in Figure 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. Depreciation Tasks ✦ 3003 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 at SASHELP.MACRS* where * refers to the class of the property. For example, use SASHELP.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 (see Figure 50.12). 3004 ✦ 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. Enter UTILITY_BOND for the Name. Bond Tasks ✦ 3005 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 in Figure 50.14. This is not acceptable if you desire an 8% MARR. 3006 ✦ 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. Bond Tasks ✦ 3007 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 in Figure 50.16. 3008 ✦ 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. Enter RETAIL for the Name as in Figure 50.17. Generic Cashflow Tasks ✦ 3009 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 in Figure 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. 3010 ✦ 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 in Figure 50.18, and release on Add . 2. Enter 01JAN01 for 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 in Figure 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 in Figure 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. Enter SASHELP.RETAIL for Dataset Name. Generic Cashflow Tasks ✦ 3011 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. . modified accelerated cost recovery system (MACRS) depreciations. The United States’ Tax Reform Act of 198 6 set depreciation rates for an asset based on an assumed lifetime for that asset. Since these. “Depreciation Tasks” on page 3001. The boat is a ten-year property according to the Tax Reform Act of 198 6. To employ the MACRS depreciation from the Depreciation dialog box, follow these steps: 1. Select. the Generic Cashflow dialog box. Enter RETAIL for the Name as in Figure 50.17. Generic Cashflow Tasks ✦ 30 09 Figure 50.17 Introducing the Generic Cashflow Right-Clicking within the Cashflow Specification Area Right-clicking

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