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

[Eridk Poliruyt]

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