The sensitivity equations of autoregressive coefficients of a time ser ies model to the damage coefficients of element stiffness of a structure, were d erived and verified in this work. Based on the analysis of the characteristics o f the sensitivity of autoregressive coefficients, the damage of the structure wa s identified by using control charts. In the method, the principal c omponent analysis of the response of the structure in the time domain to the ran d om excitations was carried out to build a time series model with a fitting order based on the first principal component data, after which the Xbar control char ts were constructed based on the mean values of autoregressive coefficients. The statically significant change of the control charts were employed to identify t he damage. In order to demonstrate the effectiveness and feasibility of the meth od, a test of a beam with seeded damage was carried out in laboratory. Identific at ion of the damage was made successively by using control charts based on measure d acceleration of the beam.