Hello ,

I am analyzing time series data with VEC Model. But after generating the final model it is not satisfying the overall residual normality test. Only dependent variable residuals are normally distributed and the other 3 variables do not.

But the model has passed the Autocorrelation test and Heteroskedasticity test showing that there is no autocorrelation and heteroskedasticity.

1. I just want to know if can I proceed with this model although the overall model is not normally distributed.

2. Are there any other normality test that I can perform to test the model normality?

I have attached the normality test output for your reference.

Please check and give your ideas on this

Thank you.