Comparative Study of Normality Tests As Applied to Some Set of Time Series Data

Authors

  • Carolina Baguio
  • Arlene Cahoy

Keywords:

autocorrelated, stationary and non-stationary data, normality, Geary's Test, Wilk-Shapiro

Abstract

Time Series data are usually autocorrelated or dependent. Applications of the different normality tests for independent and identically distributed data if employed posed many drawbacks. A comparative study of these various tests applied to time series data showed that the Geary's test performed better than its counterparts followed bythe Wilk-Shapiro test.

Published

04/18/2024

How to Cite

Baguio, C., & Cahoy, A. (2024). Comparative Study of Normality Tests As Applied to Some Set of Time Series Data. ASIA PACIFIC JOURNAL OF SOCIAL INNOVATION (formerly The Mindanao Forum), 19(1). Retrieved from https://journals.msuiit.edu.ph/tmf/article/view/366