Control charts are traditionally applied to industrial processes, assuming that the observations sequence does not have any autocorrelation, but this assumption is frequently violated in practice. The presence of autocorrelation has a serious impact on the performance of control charts, causing a dramatic increase in the frequency of false alarms. This paper presents the construction and implementation form of the chart of exponentially weighted moving average EWMA, in presence of auto correlated data proposed by Montgomery, D.C. y Mastrangelo, C.M. (1991), through a programming routine and its application to a model of autoregressive-moving average model ARMA(p, q), obtained by simulation.