Table 3.

CPIs of CUSUM and EWMA multi-charts for monitoring IBM stock returns with $AR{L}_0\approx 500$.

Chart	CPI
$T_{CM}[{\theta }_{01}(-0.0660,1.7640),{\theta }_{02}(-0.0924,1.5618)]$	0.5510
$T_{CM}^{\ast }[{\theta }_{01}(-0.0660,1.7640),{\theta }_{02}(-0.0656,1.2486)]$	0.6341
$T_{CM}[{\theta }_{01}(-0.0924,1.5618),{\theta }_{02}(-0.0656,1.2486)]$	0.5615
$T_{EM}^{\ast }[(0.2,0.1),(0.4,0.3)]$	0.4755