简介:Anonparametrictestfornormalityoflinearautoregressivetimeseriesisproposedinthispaper.Thetestisbasedonthebestone-stepforecastinmeansquarewithtimereverse.Someasymptotictheoryisdevelopedforthetest,anditisshownthatthetestiseasytouseandhasgoodpowers.Theempiricalpercentagepointstoconductthetestinpracticeareprovidedandthreeexamplesusingrealdataareincluded.