Publication date: 03/23/2021

The EWMA Chart report contains three charts: an EWMA chart, an X chart, and a residuals chart.

The EWMA chart is an exponentially weighted moving average (EWMA) chart with decision limits that are determined by the current values of the chart parameters. The samples (or subgroups if you specified a Subgroup variable) are denoted on the horizontal axis. The vertical axis denotes the exponentially weighted moving average. If you specified the Center Data option in the launch window, the vertical axis denotes the exponentially weighted moving average with the target value subtracted from it. Each sample or subgroup has a single point on the chart. There is one additional point that is a forecast point, which is shown in blue.

Note: If the last sample (or subgroup) is both hidden and excluded, the line connecting the last sample (or subgroup) to the forecast point is not drawn.

The X chart is an individual measurements chart of the values (or an XBar chart of the mean values if you specified a Subgroup variable with at least one subgroup size greater than 1). The samples (or subgroups if you specified a Subgroup variable with at least one subgroup size greater than 1) are denoted on the horizontal axis. The vertical axis denotes the measurements (or subgroup means). If you selected the Center Data option in the launch window, the vertical axis denotes the measurements (or subgroup means) with the target value subtracted from it. Each sample or subgroup has a single point on the chart. For more information about the limits on the X chart, see Statistical Details for Control Chart Builder.

The residuals chart is a chart of the differences between the sample values (or subgroup means if you specified a Subgroup variable) and the EWMA value for the previous sample (or subgroup). This chart enables you to visually check for autocorrelation. The ith residual is calculated as ri = Xi - EWMAi-1 where Xi denotes the ith sample value (or subgroup mean) and EWMAi-1 denotes the (i-1)th EWMA value. The limits on the residuals chart are ±3*ResidSigma, where ResidSigma is the standard deviation of the residuals.

Want more information? Have questions? Get answers in the JMP User Community (community.jmp.com).