Re: [R] STL - time series seasonal decomposition sensitive to data points?

I think this looks like a question about statistics. I suggest you review the documentation for the functions you are using and study the references to better understand the algorithms you are using. If you think the algorithms are not behaving according to theory and the packages are part of

Re: [R] STL - time series seasonal decomposition sensitive to data points?

> On 19 Jul 2017, at 21:34, Eridk Poliruyt wrote: > > 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

[R] STL - time series seasonal decomposition sensitive to data points?

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

[R] STL - time series seasonal decomposition sensitive to data points?

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