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Shapiro-Wilk for time-series

To: s-plus user list <s-news@lists.biostat.wustl.edu>
Subject: Shapiro-Wilk for time-series
From: Xao Ping <xao_ping@yahoo.com>
Date: Tue, 24 Jun 2003 12:52:15 -0700 (PDT)
Dear All:
Is it legitimate to test normality of time series using Shapiro-Wilk test? I mean,
is that possible that strong serial correlation will substantially decrease the test power?
Which method is appropriate here?
 
Xao 


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