This is a proposal of a new quality control chart. The literature on statistical quality control up to date discussed multivariate control charts for independent processes and univariate control charts for autocorrelated processes separately. This paper combined the two situations and proposed VAR chart for multivariate autocorrelated processes. Estimating VAR(p) model instead of VARMA model for the systematic cause was justified. The effects of parameter shifts were discussed. A simulated example was presented and the results showed the VAR chart is feasible. The performance of VAR chart was commented with the average run length of the chart.
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