Data (VHI)

Test name

Test statistics

P-value

Normality decision

(1: normal,

0: not normal)

Annual (number of years: 39)

Kolmogorov-Smirnov

0.86

0.46

1

Shapiro-Wilk

0.95

0.056

1

Jarque-Bera

3.065

0.22

1

Dagostino & Pearson

3.43

0.18

1

Monthly (number of months 468)

Kolmogorov-Smirnov

1.04

0.23

1

Shapiro-Wilk

0.99

0.19

1

Jarque-Bera

1.71

0.42

1

Dagostino & Pearson

1.65

0.44

1