The time series of GNSS coordinates contain signals caused by the age-related movement of tectonic plates, the deformation of the Earth’s surface, as well as errors at different time scales from sub-daily tidal deformation to the long-term deformation of the surface load. Depending on the nature of the signal, specific approaches are used for both the visual interpretation and pre-processing of time series and their statistical analysis. However, none of the present software analyzes the nature of the residual errors but assumes their random nature and obedience to the classical normal distribution. One of the methods for analyzing the time series of coordinates with residual, unaccounted-for systematic errors is the non-classical error theory of measurements. The result of this work is a developed software solution for analyzing the time series of GNSS coordinates to test their normality, or in other words, to test whether a particular GNSS station is subject to the influence of small, unaccounted-for errors. Conclusions: After testing our software on four reference stations in Europe, we concluded that none of the chosen stations followed the normal law of distribution; thus, it is vital to perform such tests before conducting any experiments on the time series from reference stations.