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PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019

Annual Conference Committee for 2019


National Organizing Committee
Chair: Carmelita N. Ericta
Message
Co-Chair: Francisca N. Dayrit
Co-Chair: Edgardo G. Pare It gives me great pleasure to welcome all
Member: Ferdinand S. Co
participants to the 2019 PSAI Annual
Sub-Committee on Scientific Program Conference. This year’s conference
Chair: Erniel B. Barrios, PhD
Members: Liza N. Comia, PhD continues to tackle the most recent
Alex C. Gonzaga, PhD
Shirlee R. Ocampo challenges and opportunities that face the
data community in the Philippines. For this
Local Organizing Committee
Chairman: Edgardo G. Pare year, it also asks the question, given all these
Co-Chair: Norman L. Bundalian challenges and opportunities, where are we
Members: Arlene M. Divino – Chief Statistical Specialist, SOCD
Rowena R. Escoto – OIC, CRASD headed, PSAI? Thus, the theme: PSAI in the Changing Data
Dr. Myrna Q. Mallari – President, Tarlac State University
Dr. Tereso A. Abella – President, Central Luzon State University Landscape.
Mercy A. Duaso – Chief Statistical Specialist, Aurora
Ledesma L. Morante – Chief Statistical Specialist, Bataan
Emma A. Fabian – Chief Statistical Specialist, Bulacan All of the discussions shall be through plenary sessions. They shall
Elizabeth M. Rayo – Chief Statistical Specialist, Nueva Ecija
Maria Virginia R. Olveña - Chief Statistical Specialist, Pampanga cover the topics: statistical science and big data, International PSAI,
Corazon P. Bonifacio - Chief Statistical Specialist, Tarlac PSAI’s role in statistical capacity building. The marketplace shall
Ad hoc Committee Members
Transportation
continue the discussions started in the plenary sessions.
Budget, Tokens and Supplies
Chairperson: Kenneth Irvin M. Rayo Chairperson: Katelyne Camille C. Vergara
Members: Mark Kevin Evangelista Members: Sara S. Armada
Rodolfo De Guzman Joan L. Cabusao We also honor our outstanding young statisticians led by Mr. Jetrei
Guilbert P. Caligan Dulce M. Dionisio Benedict Benito who won the prestigious 2019 Jan Tinbergen Award
Robert C. Quicho
Randy Remodaro Documentations given out only every two years during the World Statistics Congress
Edel Loui Dayao Chairperson: Elna Ruth F. Casasola
Roberto Tiamzon Members: Joan L. Cabusao by the International Statistical Institute. I encourage everyone to
Ronie P. Suilan Katelyne Camille C. Vergara
Julie Marie Casela participate in all plenary discussions and in the marketplace.
Communication/Invitation and Coordination Eza A. Eclarinal
Chairperson: Maria Virginia R. Olveña Sara S. Armada
Members: Sara S. Armada Elna Ruth F. Casasola I thank our co-organizers, the Philippine Statistics Authority and
Joan L. Cabusao Arlene Z. Torrico
Katelyne Camille C. Vergara Ivy D. Capulong Geodata Systems Technologies, Inc., as well as our other
Christine Joann L. Gonzaga Patricia D. Ramos
sponsors. All committees and the secretariat, as usual, have
Programs and Certificates Ushers and Usherettes
Chairperson: Emma A. Fabian Chairperson: Christine Joann L. Gonzaga exhibited teamwork and collaboration and I am truly grateful to all
Members: Roxanne B. Lerio Members: Julie Marie Casela
Eza A. Eclarinal Angela Nette Maliwat of them.
Bennhanan Ezriel P. Dacanay Karl Emerson I. Domingo
Jan Paul Aguillon Carl Angel F. Doblado
Reynald P. Cañotal Josephine M. Nuguid Cheers to another successful PSAI Annual Conference!
Jessie D. Lobo Sandy Opriasa
Mark Kevin Evangelista Sara S. Armada
Food, Venue and Accommodation Registration
Chairperson: Christine Joann L. Gonzaga Chairperson: Bituin G. Mayor
Members: Eza A. Eclarinal Members: Christine Joann L. Gonzaga LISA GRACE S. BERSALES, PhD
Julie Marie Casela Rhea L. Barrera President
Rhea L. Barrera Joan L. Cabusao
Bituin G. Mayor Katelyne Camille C. Vergara Philippine Statistical Association, Inc. (PSAI)

28
PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019

Executive Committee and Officers


Message President : Lisa Grace S. Bersales, PhD
Vice President : Francisca N. Dayrit
Secretary : Jonny B. Pornel
It is my pleasure to greet the officers and Treasurer : Josefina V. Almeda, PhD
members of the Philippine Statistical Association, Immediate Past President : Dennis S. Mapa, PhD
Inc. (PSAI) as they gather here at the Subic Bay Working Committees:
Freeport Zone for their 2019 Annual Conference.
Advocacy Membership
Chair: Lisa Grace S. Bersales, PhD Chair: Ferdinand S. Co
More than taking pride for having been chosen Co-Chair: Dennis S. Mapa, PhD Co-Chair: Jonny B. Pornel
as the venue for this significant gathering, the
Annual Conference Nominations and Election
Subic community shares with you the excitement of being at the Chair: Carmelita N. Ericta Chair: Ludivinia D. Gador
forefront of change as our country moves inexorably forward Co-Chair: Francisca N. Dayrit Co-Chair: Ester P. Abitona
towards our common aspirations of progress and inclusivity.
Local Organizing Committee Publications and Information
Chair: Edgardo G. Pare Chair: Erniel B. Barrios, PhD
Indeed, this has been the mission of the Subic Bay Metropolitan Co-Chair: Genelyn Ma. F. Sarte
Authority all along—to catalyze economic development in this Sub-Committee on Scientific Program
Chair: Erniel B. Barrios, PhD Editor, The Philippine Statistician
part of the country and create a better future for its stakeholders. Erniel B. Barrios, PhD
Annual Meeting and Christmas Party
As the PSAI ponders its role in the emerging data-driven culture Chair: Luisito T. Asuncion Editor, PSAIEditions
Co-Chair: Ruthie A. Floresta Genelyn Ma. F. Sarte
during the three days of your Annual Convention, we stand with Co-Chair: Gerardo A. Sandoval
you as partner in national growth. May we bear in mind that the Search and Awards
ultimate purpose of development is not merely generating more Finance Chair: Luisito T. Asuncion
Chair: Josefina V. Almeda, PhD Co-Chair: Evelyn R. Santos
wealth, but creating a wider range of choices for the people. Co-Chair: Jade Eric T. Redoblado
Co-Chair: Rosalinda P. Bautista Social Media, Information and
Have a fun and fruitful stay in Subic! Communication
Institutional Development Chair: Benjamin Arsenio Y. Navarro
Chair: Tomas P. Africa
Co-Chair: Romeo S. Recide Statistics Education
Chair: Maria Praxedes R. Peña
Institutional Training Co-Chair: Zita VJ Albacea, PhD
WILMA T. EISMA Chair: Manuel Leonard F. Albis Co-Chair: Isidoro P. David, PhD
Chairman and Administrator Co-Chair: Rechel G. Arcilla, PhD
Subic Bay Metropolitan Authority Ad-Hoc Committee on Regional Affairs
Chair: Jonny B. Pornel

PSAI Secretariat
Teresita G. Abad, Managing Director
Stephanie Rae C. Andres, Secretariat Assistant I
Jeffrey B. Sumalinog, Secretariat Assistant II

2 27
PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019

PHILIPPINE STATISTICAL ASSOCIATION, INC.


THE BOARD OF DIRECTORS and OFFICERS for 2019 Acknowledgments
Members of the Board Data revolution takes center stage and global conversations on
Individual Members: this phenomenon have grown at an amazing speed. Right in our
midst it has become imperative for the PSAI as a professional
Tomas P. Africa Carmelita N. Ericta association of practitioners in the discipline to assert its role in
Regional Consultant President, Novo Trends PH data science analytics. It is incumbent upon us in the PSAI to
Paris 21, OECD respond to the challenge and through this 2019 Annual
Romeo S. Recide
Former Deputy National Statistician Conference we launch our initiatives under our PSAI in the
Josefina V. Almeda, PhD
Executive Director, Philippine Statistical Philippine Statistics Authority Changing Data Landscape.
Research and Training Institute
Jade Eric T. Redoblado In this annual gathering our National Organizing Committee has
Rosalinda P. Bautista Senior Economist, Center for Monetary decided to shift our focus by enabling our general membership
Deputy National Statistician and Financial Policy, Bangko Sentral ng and friends of the PSAI to actively participate in panel discussions and marketplace initiatives.
Philippine Statistics Authority NCR Pilipinas We believe that as we learn from the insights and experiences of experts among us, we are
helping in our little way to make our professional association the trailblazer that we hope it
Lisa Grace S. Bersales, PhD Evelyn R. Santos
Former Deputy Director would be in the realm of big data and data science analytics.
Professor, School of Statistics
University of the Philippines Diliman Department of Economic Research
Bangko Sentral ng Pilipinas These are undertakings that we cannot pursue on our own without the untiring and
consistent support of our co-organizers, sponsors, patrons and donors; the Local Organizing
Committee; institutional members and partners for your continued trust in PSAI activities; the
CHED for endorsing our Training and Annual Conferences that enable the participation of
Institutional Members: academic institutions across the country; the Philippine Statistical Research and Training
Institute (PSRTI) for making possible the awards for the 4th Best Student Paper Competition;
ABS-CBN Broadcasting Corporation rep. by Ruthie A. Floresta the Philippine Social Science Council for its Conference Grant; the Sub-Committee on Scientific
Head, Fundamentals and Special Research Programs for tirelessly evaluating all the student papers that vied in the Best Student Paper
Competition thereby upholding the quality through the rigors of the vetting process; the
Bangko Sentral ng Pilipinas rep. by Redentor Paolo M. Alegre, Jr. Resource Persons of the parallel training sessions and the Resource Speakers and Panel
Head, Department of Economic Statistics discussants for their unselfish sharing of their time and expertise; the Higher Education
Institutions (HEIs) for encouraging and supporting the participation of their students in the
De La Salle University rep. by Rechel G. Arcilla, PhD
Associate Professor, Department of Best Student Paper competition that confers recognition to research works undertaken by
Mathematics and Statistics their undergraduate students; and, our participants and guests from the private sector, the
academe, the national and local government offices, development partners, and all
Geodata Systems Technologies, Inc. rep. by Francisca N. Dayrit stakeholders in the development process, for responding favorably to our invitation.
Executive Vice President
To complement the needs of our participants and guests on the merits of the emerging
School of Statistics, UP Diliman rep. by Manuel Leonard F. Albis technology and new skills that can equip us to ensure that we do not lag behind, parallel
College Secretary sessions on short training courses and their respective Resource Persons are offered on the day
immediately preceding our Annual Conference and these are: (a) Spatial Statistics using ArcGIS
Philippine Statistical Research and rep. by Maria Praxedes R. Peña
Training Institute Chief, Training Division and R with Mr. Dennis Dizon of Geodata Systems Technologies, Inc.; (b) Elements of
Questionnaire Design with Dr. Josefina V. Almeda of the PSRTI; (c) Internet-Based Data
Collection: Fundamentals of Webscraping with Ms. Charlene Mae Celoso of UPSS; and (d)
PSAI Regional Chapter rep. by Jonny B. Pornel Developing Computer Aided Personal Interviewing (CAPI) Applications Using CSPro and Survey
President, PSAI Region 6 Solutions with Ms. Karina P. Bacuyag of the Philippine Statistics Authority.

26 3
PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019

We convey our sincerest thanks for the generosity and privileged support consistently extended by
the following:

Co-Organizers: GEODATA Systems Technologies, Inc. ACKNOWLEDGMENTS


Philippine Statistics Authority
Sponsors:

Best Student Paper Philippine Statistical Research and Training Institute


Competition

ABS-CBN
De La Salle University
Land Bank of the Philippines

Patron: San Miguel Corporation

Donor: Government Service Insurance System


PUBLiCUS Asia Inc.
SAN MIGUEL CORPORATION
UP Statistical Center Research Foundation

Conference Grant: Philippine Social Science Council

We commend—
• our young researchers, notably our recipient of the International Statistical Institute (ISI)
Jan Tinbergen Award for the inspiration that his recognition brings to our budding
practitioners in the discipline, their respective advisers, and the institutions they represent
for finding time to join our Best Student Paper Competition; for sharing the results of
their studies, and for their diligent compliance with the requirements set by the Chair and
Members of the Sub-Committee on Scientific Program.
GOVERNMENT PUBLiCUS ASIA INC.
• our panelists for accepting our invites to grace our panel discussions, for enabling our SERVICE INSURANCE
participants to appreciate the merits of the ongoing data revolution, and for helping us
see clearly the role of the PSAI in the growing field of data science analytics and how SYSTEM
these impact on our efforts at nation building;

• our members and guests for your participation in our Annual Conference, and for taking
bold steps to join our marketplace discussions that help allay our doubts, and to
familiarize ourselves with the technology available at our fingertips.

We are certain that our discussions will contribute towards making the PSAI as a professional
association that we expect it to be and to take active role in the field of data science analytics;

We express our sincerest appreciation to the following:

The Honorable Wilma T. Eisma, Administrator, Subic Bay Metropolitan Development Authority UP STATISTICAL CENTER FOR PHILIPPINE SOCIAL
for her warm welcome, her gracious presence, and her inspiring show of support that sets the
tone of our Conference and help make it a truly most significant event; RESEARCH FOUNDATION, INC. SCIENCE COUNCIL, INC.

4 25
PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019

The Commission on Higher Education (CHED) for continued endorsement of the PSAI Training
and Annual Conference for the benefit of academic institutions across the country;

ACKNOWLEDGMENTS The unfailing commitment, dedication and generosity with their time and expertise of the
Sub-Committee on Scientific Program under the chairmanship of Dr. Erniel B. Barrios of the
UP School of Statistics, and the equally committed members from various academic
institutions, namely, Prof. Shirlee R. Ocampo of De La Salle University, Dr. Alex C. Gonzaga of
UP Manila Department of Physical Science and Mathematics, Dr. Liza N. Comia of UPLB
Institute of Statistics who vetted the papers in the selection process that determined the
winning entries in the 2019 Best Student Paper Competition;

Ms. Cynthia Marie E. Chua for sharing her talent in designing and translating the theme into
visuals that impressively capture the complexity of the ongoing data revolution and the
sophisticated technology over the expanse of a cityscape, and the technology made available
at our fingertips; and to Honey Margaret C. Andres and Danika Ezra C. Salvahan for invaluable
assistance in putting in place all preparations attendant to the Conference;

The readiness of fellow PSAI members at the national and regional/chapter levels in sharing their
time and expertise as Session Moderators, Panel Members/Discussants, Rapporteurs/Documenters;

The PSAI institutional and individual members, friends, and colleagues for their unfailing help
and willingness to take part in all activities for the success of the Training and Annual
Conference;
DE LA SALLE UNIVERSITY
The kind understanding, generous support and cooperation of the officers and staff of the
Philippine Statistics Authority at the national and regional levels; the kind response to our call
for help and the unselfish assistance that made possible the preparations at the local level
under the inspiring leadership of Regional Director Edgardo G. Pare of PSA Region III; for
responding favorably to our call for help by heading and mobilizing the Local Organizing
Committee (LOC), and, the counterpart support and invaluable assistance rendered by the
Provincial Statistics Officers and staff led by PSO Norman L. Bundalian of PSA Zambales
Co-Chair of the LOC.

And, the usual hard work and dedication that our PSAI National Secretariat never fails to
deliver.

Thank you very much!

CARMELITA N. ERICTA
Chair
LANDBANK OF THE PHILIPPINES 2019 PSAI Annual Conference Committee

24 5
PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019
Program of Activities
TRAINING
September 4, 2019 - Wednesday
9:00 AM - 5:00 PM ACKNOWLEDGMENTS
Simultaneous Training on
1. Spatial Statistics using ArcGIS and R (Resource Person: Mr. Dennis Dizon)
2. Elements of Questionnaire Design (Resource Person: Dr. Josefina V. Almeda)
3. Internet-Based Data Collection: Fundamentals of Webscraping (Resource Person: Ms. Charlene
Mae Celoso)
4. Developing Computer Aided Personal Interviewing (CAPI) Applications Using CSPro and Survey
Solutions (Resource Person: Ms. Karina P. Bacuyag)

ANNUAL CONFERENCE
Day 1, September 5 - Thursday
08:00 – 09:00 Registration
09:00 – 10:00 Opening Ceremony
10:00 – 10:30 Coffee Break
10:30 – 12:00 Panel Discussion on Statistical Science and Big Data
12:00 – 01:15 Lunch Break
01:15 – 01:30 Updates on PSAI Website
01:30 – 02:30 Plenary: Modeling the Financial Market Indicators with
Semiparametric Volatility Model with Varying Frequency
Mr. Jetrei Benedick Benito
First Prize, Jan Tinbergen Award, International Statistical Institute
02:30 – 03:00 Coffee Break
03:00 – 05:00 Best Student Paper Competition
06:00 Fellowship Dinner
Presidents Message PHILIPPINE STATISTICAL RESEARCH
Special Number
Oath taking of new members
AND TRAINING INSTITUTE
Group Photograph
Day 2, September 6 - Friday
08:00 – 09:00 Registration
09:00 – 09:45 Plenary Session: International PSAI
09:45 – 10:00 Coffee Break
10:00 – 10:30 Panel Discussion on PSAI’s Role in Statistical Capacity Building in the
Philippines
10:30 – 12:00 Market Place
• Statistical Science and Big Data
• International PSAI
• PSAI’s Role in Statistical Capacity Building in the Philippines
• The Changing Data Landscape: Open Data, Integration of
Statistics and Geospatial Information, Data Visualization,
Data Privacy
12:00 – 01:00 Lunch
01:00 – 02:00 Closing Ceremony
Synthesis
Recognition of Co-Organizers/Sponsors
Announcement of Winners of the 2019 Student Best Paper Competition
Conferment of Gawad Estadistika Award
Announcements and Closing Message
02:00 pm onwards Consultation with PSAI Officers
Optional Tour
ABS-CBN CORPORATION

6 23
PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019

SEPTEMBER 4–WEDNESDAY

ACKNOWLEDGMENTS TRAINING
September 4, 2019 - Wednesday
9:00 AM - 5:00 PM

1. Spatial Statistics Using ArcGIS and R


Resource Person: Mr. Dennis P. Dizon
Venue: Verona 1

Participants will learn how to process normal table-based statistical data and convert them
into spatial datasets, which can then be used for map visualization and spatiostatistical
analysis, such as cluster analysis and geographically-weighted modeling. Spatiostatistical
operations to be discussed shall be performed using ArcGIS and R

2. Elements of Questionnaire Design


Resource Person: Dr. Josefina V. Almeda
Venue: Rialto 2

A well designed questionnaire is important to a successful data collection. The training on


Elements of Questionnaire Design shall focus on defining the target respondents, selecting
the method/s of reaching the respondents, determining question content, wording the
questions, sequencing the questions, checking questionnaire length, pretesting the
questionnaire, and developing the final questionnaire.

3. Internet-Based Data Collection: Fundamentals of Webscraping


Resource Person: Ms. Charlene Mae Y. Celoso
Venue: Verona 2

Participants will be equipped with the skills to utilize data from various sources in the Internet.
With webscraping, the task of getting data becomes more efficient than merely copying and
pasting. MS Excel and R will be used.

4. Developing Computer Aided Personal Interviewing (CAPI) Applications Using CSPro and Survey
Solutions
Resource Person: Ms. Karina Paz Bacuyag
Venue: Sorrento

The training aims to equip participants with the fundamentals of using new technologies like
smartphones and tablets for more efficient data collection. It focuses on developing
Computer Assisted Personal Interviewing (CAPI) applications using tools like Survey Solutions
and Cs Pro.

22 7
PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019

OPENING CEREMONY
9:00 AM –10:00 AM ACKNOWLEDGMENTS
5 September 2019
Venue: Verona Hall

Doxology OLONGAPO CITY NATIONAL HIGH SCHOOL


DANCE TROUPE

National Anthem OLONGAPO CITY NATIONAL HIGH SCHOOL


CHOIR

Welcome Remarks Dr. LISA GRACE S. BERSALES, PhD


Introduction of the President, PSAI
Keynote Speaker

Keynote Address Atty. WILMA T. EISMA


Administrator, Subic Bay Metropolitan Authority

Represented by
Atty. SEVERO C. PASTOR
Manager, Labor Department
Subic Bay Metropolitan Authority

Intermission Number OLONGAPO CITY NATIONAL HIGH SCHOOL


RONDALLA

PHILIPPINE STATISTICS AUTHORITY

Master of Ceremonies

Mr. Alvin Q. Pequiro and Ms. Arlene Z. Torrico


Philippine Statistics Authority

8 21
PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019

DAY 1 SEPTEMBER 5 –THURSDAY DAY 1 SEPTEMBER 5–THURSDAY


BEST PAPER COMPETITION 10:30 – 12:00 PANEL DISCUSSION ON STATISTICAL SCIENCE AND BIG DATA

An Analysis of Factors Affecting the Knowledge, Learning, and Attitude Moderator: Erniel B. Barrios, PhD
of Filipinos on Philippine History and on Belief on Historical Revisionism Rapporteur: Joan L. Cabusao
Venue: Verona Hall
Hernan Gio M. Cortez
Roneth Kristel C. de Gula Papers:
Spencer V. Espartero Patricia Algura
Geodata Systems Technologies, Inc.
University of the Philippines Diliman
Bernard Ahman Ebuña
Abstract Bangko Sentral ng Pilipinas

The adsorption efficacy of two different types of charcoal are explored Panelists:
in treating an artificial pharmaceutical “wastewater” which is salicylic
acid diluted in distilled water. The study aims to see if there is a Patricia Algura
significant difference among the treated samples of activated charcoal Geodata Systems Technologies, Inc.
and biochar from rice husks. A two-factor factorial design is used where
the first factor is composed of the type of charcoals used and the Vladimir Malabanan
Zeta Global
second factor is the varying contact time (one hour, two hours, three
hours, and four hours) of the treated samples. There are five replicates Angie Tobias-Lozano
per treatment combination, where the amount of the two types of Digital Transformation Office (DTO)
charcoal is fixed at 0.5 grams. Results show that there is a significant JG Summit Holdings Inc.
difference among the samples treated with activated carbon and
biochar suggesting that biochar might be of help in improving Brenda Quismorio, PhD
cost-effectiveness of water treatment among pharmaceutical University of Asia and the Pacific
wastewater. Contact time however proved not to be significant among
its level. It is highly suggested to further explore on controlling a Katrina Gozun
magnitude of factors such as amount of charcoal, pH level, and Robinsons Retail
temperature. Also, it might be of interest to use different types of
Open Forum
biochar such as water hyacinths and coconut husks since they are also Awarding of Tokens of Appreciation
agricultural wastes produced by the country.
12:00 – 01:15 Lunch Break
01:15—01:30 Updates on PSAI Website
Keywords: active pharmaceutical ingredients, biochar, design of
experiments, two-way factorial design, analysis of variance

20 9
PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019

DAY 1 SEPTEMBER 5 –THURSDAY


DAY 1 SEPTEMBER 5–THURSDAY
BEST PAPER COMPETITION
01:15—01:30 Updates on PSAI Website
An Analysis of Philippine Climate Conditions Through Derivation of
1:30 – 2:30 PLENARY SESSION Climatological Extremes Indices Using Multivariate Techniques
Moderator: Erniel B. Barrios, PhD
Rapporteur: Sara Armada Lara Karmela G. Elio
Venue: Verona Hall Graciana Faye T. Domingo
Moises Marion R. Silvestre
Video Presentation Clarice Jasper G. Supan
School of Statistics, University of the Philippines Diliman
Modeling the Financial Market Indicators with
Semiparametric Volatility Model with Varying Frequency Abstract
Mr. Jetrei Benedick Benito
First Prize, Jan Tinbergen Award The Philippines, a natural disaster hotspot, has been deemed as one of
International Statistics Institute the most catastrophe-stricken countries in the world. It has been
hosting to several extreme weather events such as droughts, tropical
Open Forum cyclones and rising sea levels which have been intensified by the
Awarding of Tokens of Appreciation worsening global climatological landscape. Through the use of principal
component analysis, three main indices were produced where 75.79%
2:30 – 3:00 Coffee Break of the total variability in the occurrences of climatological extremes in
the country can be explained. The three derived principal components
3:00 – 5:00 BEST STUDENT PAPER COMPETITION focused on the relation of temperature to storm intensities,
temperature gradients and sea level behavior. Cluster analysis divided
Session Organizer/Chair: Erniel B. Barrios, PhD the weather stations into 3 distinct groups which have varying weather
Rapporteur: Katelyne Camille C. Vergara
conditions. A climatological map was formulated to better visualize the
Venue: Verona Hall
concentration of weather extremes phenomena across the archipelago.
Findings of the study could help further strengthen the need to invest in
1.. Fertility Preferences, Access to Information and Partner’s
more comprehensive disaster risk reduction and management efforts to
Influence as Determinants of the Demand for Contraceptives
of Filipinas
address the vast catastrophes brought by climate change. Moreover,
Cymon Kayle Lubangco the researchers seek to aid in the decision-making process of
Economics Department, School of Social Sciences policymakers in developing programs for climate change mitigation and
Ateneo de Manila University adaptation.

2. Modelling Sentiment Analysis of Tweets Relating to the 2019


Philippine Midterm Pre-Election Machine Learning Methods Keywords: climate change, Philippine climate extremes, principal
Spencer V. Espartero component analysis, cluster analysis
University of the Philippines Diliman

10 19
PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019

DAY 1 SEPTEMBER 5 –THURSDAY


DAY 1 SEPTEMBER 5 – THURSDAY
BEST PAPER COMPETITION
3:00 – 5:00 BEST STUDENT PAPER COMPETITION
Modelling Sentiment Analysis of Tweets Relating to the 2019
Philippine Midterm Pre-Election Machine Learning Methods 3. An Analysis of Philippine Climate Conditions Through
Derivation of Climatological Extremes Indices Using
Spencer V. Espartero Multivariate Techniques
Kendrick M. Balba Lara Karmela G. Elio
Kryshil Arafel T. Escabarte School of Statistics, University of the Philippines Diliman
Moises Marion R. Silvestre
University of the Philippines Diliman 4. An Analysis of Factors Affecting the Knowledge, Learning,
and Attitude of Filipinos on Philippine History and on
Abstract Belief on Historical Revisionism
Spencer V. Espartero
During the election season, every Filipino has their own share of opinions and University of the Philippines Diliman
sentiments on those who want to grab a seat in the government, and are
expressed in different platforms available. On the advent of the digital age, social
Open Forum
media becomes one of the common platforms that Filipinos use to convey their
Awarding of Tokens of Appreciation
thoughts and own point of view. It is very interesting to analyze these sentiments
although sentiment analysis is very tedious to do manually. With this, the
researchers examined different supervised machine learning methods available
6:00 Fellowship Dinner
for an automated sentiment analysis to rise.
Lisa Grace S. Bersales, PhD Message
This study utilizes supervised machine learning (SML) techniques such as support
PSAI President
vector machines (SVMs), bagged and pruned trees, artificial neural networks and
random forests as methods to assess the predictive ability of modelling twitter
Olongapo City National High School Special Number
sentiments relating to pre-midterm election discourses in the Philippines. Tweets
Dance Troupe
were sourced from four significant pre-election events. Prior to the conduct of
the said SML methods, text mining was performed to extract significant and
Gordon College PASED Ballo Special Number
most frequently used words appearing in 1,714 tweets in three languages which
are Tagalog, English and a combination of both. It was seen that most tweets had
Ferdinand S. Co Oath-taking of
negative or neutral sentiments based on descriptive analysis. Comparing the
derived predictive abilities across all supervised machine learning techniques, new members
random forests produced the model with the highest predictive ability. It is
noteworthy to mention that predictive abilities had values ranging from Group Photograph
65%-70% in all methods used. The results from this study may aid in determining
and deciding on the best model to use and train on automating sentiment
analysis specifically on Philippine election discourses that will start in aiding
political strategists during the campaign season.

Keywords: text mining, support vector machines (SVMs), random forests, artificial
neural networks, pruned and bagged trees, 2019 Philippine elections

18 11
PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019

DAY 2 SEPTEMBER 6 –FRIDAY DAY 1 SEPTEMBER 5 –THURSDAY

09:00 – 09:45 PLENARY: INTERNATIONAL PSAI BEST PAPER COMPETITION

Moderator: Jade Redoblado Fertility Preferences, Access to Information and Partner’s Influence as
Rapporteur: Bernadette Joy D. Ular Determinants of the Demand for Contraceptives of Filipinas
Venue: Verona Hall
Cymon Kayle Lubangco
Todd Kendall Y. Kue
Audio Visual Presentation from ISI Economics Department, School of Social Sciences
Ateneo de Manila University
Reynor R. Imperial
Philippine Statistics Authority
Abstract

Researches on contraceptive demand either used a qualitative method


Panelists:
for analysis, focused on African cases through their respective
Lisa Grace S. Bersales, PhD
President
Demographic and Health Surveys, or were not grounded on economic
Philippine Statistical Association, Inc. theory. This paper fills in the gaps by using the control function
approach on the multinomial logistic regression and analyzes the
Dennis S. Mapa, PhD Philippines’ case through the 2013 National Demographic and Health
Undersecretary Survey. This quantitative analysis is grounded on Brunborg’s economic
National Statistician and Civil Registrar General theory on contraception, and the framework of previous African
Philippine Statistics Authority literature.

Josefina V. Almeda, PhD Results showed that increased education years for women increase her
Executive Director likeliness to use contraceptives. But since her partner’s influence is a
Philippine Statistical Research and Training Institute pivotal determinant on her contraceptive use, she must also engage in a
discussion with her partner to increase her likeliness to use modern
Erniel B. Barrios, PhD contraceptives. Finally, physical visitations from health workers and to
Professor health facilities are vital for information access compared to other
School of Statistics, University of the Philippines Diliman conduits.
Open Forum
Awarding of Tokens of Appreciation
Keywords: contraceptive demand, unmet demand
09:45 – 10:00 Coffee Break

12 17
PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019

DAY 1 SEPTEMBER 5 –THURSDAY DAY 2 SEPTEMBER 6 –FRIDAY

PLENARY 10:00 – 10:30 PANEL DISCUSSION ON THE PSAI’S ROLE IN STATISTICAL


CAPACITY BUILDING IN THE PHILIPPINES
Modeling the Financial Market Indicators with Semiparametric
Volatility Model with Varying Frequency Moderator: Josefina V. Almeda, PhD
Rapporteur: Elna Ruth F. Casasola
Venue: Verona Hall
Jetrei Benedick R. Benito
School of Statistics, University of the Philippines Diliman Panelists:

Abstract Manuel Leonard F. Albis


Assistant Professor
A hybrid estimation procedure for semiparametric volatility models with School of Statistics, University of the Philippines Diliman
covariates of varying frequency is proposed. Two models are
postulated: an extension of the ARMAX model that integrates high Francisca N. Dayrit
frequency data and incorporated into the mean equation (VF-ARMA) Geodata System Technologies, Inc.
and an extension of the GJR model that incorporates the high frequency
data into the variance equation (VF-GARCH). In both models, high Maria Praxedes R. Peña
frequency data was introduced into the model as non-parametric Chief, Training Division
smooth function. Simulation studies illustrate the advantages of Philippine Statistical Research and Training Institute
postulated models in terms of predictive ability compared to GARCH
and GJR that simply aggregates high frequency covariates to the same Jonny B. Pornel
frequency as the output variable. Furthermore, VF-ARMA is superior to University of the Philippines Visayas
VF-GARCH since it exhibits some degree of robustness to a wide range
of scenarios. Applications of the methods are illustrated using Open Forum
indicators in the financial market. Awarding of Tokens of Appreciation

09:45 – 10:00 Coffee Break


Keywords: Semiparametric Volatility Models, Varying Frequency,
VF-ARMA, VF-GARCH

16 13
PSAI in the Changing Data Landscape PSAI ANNUAL CONFERENCE AND TRAINING September 4 to 6, 2019

DAY 2 SEPTEMBER 6 – FRIDAY

10:30 – 12:00 MARKET PLACE


CLOSING CEREMONY
01:00 PM - 2:00 PM
Rapporteurs: Ana Julia Macaraig 6 September 2019
Ma. Cristina Lopez
Ivy Capulong
Patricia Ramos Synthesis Ms. Lisa Grace S. Bersales, PhD
President
Venue: Verona Hall Philippine Statistical Association, Inc. (PSAI)

Ms. Carmelita N. Ericta


ISSUES Chair, PSAI Annual Conference Committee
1. STATISTICAL SCIENCE AND BIG DATA
Moderator: Erniel B. Barrios, PhD Recognition of Sponsors Ms. Lisa Grace S. Bersales, PhD

2. INTERNATIONAL PSAI Ms. Carmelita N. Ericta


Moderators: Jade Redoblado
Genelyn Ma. F. Sarte Announcement of Winners Ms. Lisa Grace S. Bersales, PhD
2019 Student Best Paper President
3. PSAI’S ROLE IN STATISTICAL CAPACITY BUILDING Competition
IN THE PHILIPPINES Ms. Josefina V. Almeda, PhD
Moderators: Lisa Grace S. Bersales Treasurer

4. THE CHANGING DATA LANDSCAPE: OPEN DATA, Mr. Erniel B. Barrios PhD
INTEGRATION OF STATISTICS AND GEOSPATIAL Chair, Sub-Committee on Scientific Program
INFORMATION, DATA VISUALIZATION, DATA PRIVACY
Moderators: Francisca N. Dayrit Conferment of Gawad Ms. Lisa Grace S. Bersales, PhD
Estadistika Award
Mr. Luisito T. Asuncion
Open Forum Chair, Search and Awards Committee

Announcements and Ms. Carmelita N. Ericta


12:00 — 01:00 Lunch Break Closing Message Chair, Annual Conference

01:00 — 02:00 Closing Ceremony


Master of Ceremonies
02:00 pm Consultation with PSAI Officers
onwards Optional city tour Mr. Alvin Q. Pequiro and Ms. Arlene Z. Torrico
Philippine Statistics Authority

14 15

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