Hi all, I am trying to analyse a time series data and want to make trend-season decomposition using STL approach in R. However I found the decomposition result seems to be sensitive to data points even with the robust option.
More specifically, suppose I have a few years of monthly data. Using stl, I got a decomposition T1 + S1 + R1. Then I deleted the most recent two or three data points, the resulted decomposition T2 + S2 + R2 are totally different from the one with full data, especially for the beginning of time series which is weird. I would have expected that wouldn't be changed much due to the local nature of STL. May I ask for any thoughts and help on this issue? Many thanks! Best regards, Eric ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
