Run Length Distributions of Residual Control Charts for Autocorrelated Processes
- 1 October 1994
- journal article
- computer programs
- Published by Taylor & Francis in Journal of Quality Technology
- Vol. 26 (4) , 308-317
- https://doi.org/10.1080/00224065.1994.11979542
Abstract
A FORTRAN program is given to calculate the run length distribution (RLD), the average run length (ARL), and the standard deviation of the run length (SDRL) for residual control charts used to monitor autocorrelated process output. RLD, ARL, and SDRL values are calculated for processes that can be modeled by pure autoregressive models of order p (AR(p)), pure moving-average models of order 1 (MA(1)), and mixed autoregressive moving-average models of orders p and 1 (ARMA(p,1)), given that the assignable cause to be detected is a step shift in the process mean.Keywords
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