We present a general method for studying residual behavior of controlled au
tocorrelated processes subject to special-cause changes. Understanding resi
dual response to a particular type of process change is important for selec
ting a proper control chart to monitor the process effectively. The method
is introduced by analyzing the residual behavior of a controlled machining
process described by a state-space model that has a simple structure and is
representative of many real processes. The general method is then develope
d and applied to an ARIMA(p, l, p) process and to some special processes wh
ose residual behavior has been investigated in the literature. Residual res
ponse to a general disturbance sequence is determined, and it is shown that
the residual properties are independent of the type of feedback control ap
plied to the process. Implications of this property for process control and
monitoring are discussed.