The null hypothesis for this test is that the data follow a normal distribution.
The output shows Prob < W as the p-value.
If the chosen alpha level (significance level) is 0.05, a p-value less than 0.05 rejects the null hypothesis that the data follow a normal distribution, and a p-value greater than 0.05 fails to reject the null hypothesis.
supplement
The Shapiro-Wilk normality test can be displayed for continuous variables by selecting Univariate Distributions, Distribution Fit, Normal, and then Goodness of Fit from the normal fit.
*This option performs the Anderson-Darling test, but also the Shapiro-Wilk test when the sample size is less than 2000 and there are no fixed parameters.
