Computing Average Run Lengths for EWMA Chart

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/*          S A S   S A M P L E   L I B R A R Y                    */
/*                                                                 */
/*    NAME: MACEW6                                                 */
/*   TITLE: Computing Average Run Lengths for EWMA Chart           */
/* PRODUCT: QC                                                     */
/*  SYSTEM: ALL                                                    */
/*    KEYS: Moving Average Charts, Average Run Lengths,            */
/*   PROCS: MACONTROL                                              */
/*    DATA:                                                        */
/*                                                                 */
/* SUPPORT: saswgr                                                 */
/*     REF: PROC MACONTROL, EWMACHART Statement, Example 5         */
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data ARLs;
   do shift=.5 to 2 by .5;
      do Weight=.25 to 1 by .25;
      arl=ewmaarl(shift,Weight,3.0);
      output;
      end;
   end;
run;

title 'Average Run Lengths for Various Shifts and Weights';
proc print data=ARLs noobs;
   by shift;
run;

data ARLinfo;
   do shift=0 to 2 by .25;
      arl = ewmaarl(shift,0.3,3.0);
      output;
   end;
run;

title 'Average Run Lengths for EWMA Scheme (k=3 and r=0.3)';
proc print data=ARLinfo noobs;
run;