HDG TRACK DEV WHEN A B737-300 FMS FAILS TO CAPTURE THE DESIGNATED RADIAL DURING THE CHILY 1 SID OFF OF PXR; AZ.

Narrative

I WAS PF. DEPARTING PHX VIA CHILY 1 DEP; WE WERE INSTRUCTED TO FLY 360 DEG HDG AND INTERCEPT 321 DEG RADIAL OFF OF PHX. ORDINARILY; I WOULD MANUALLY ENTER THE INTERCEPT INTO FMC; BUT IT WAS ALREADY BUILT INTO FLT PLAN; SO I ENGAGED LNAV. THE PNF WAS BUSY WITH PNF DUTIES AND DURING HVY WORKLOAD I DID NOT CONTINUE TO INCLUDE RAW DATA/SHORT RANGE NAV IN MY SCAN. WE NOTICED THAT WE OVERSHOT THE INTERCEPT AT THE SAME TIME ATC NOTICED THEY GAVE US IMMEDIATE INSTRUCTIONS TO REJOIN SID. THE CAPT LATER VERIFIED THAT THERE WAS NO CONFLICT DUE TO OUR COURSE DEV. ALSO; THE ATC SPECIALIST CALLED ZAB TO VERIFY THAT EVERYTHING WAS OK. LESSON LEARNED: TO ALWAYS BACK UP FMC! NOT ONLY TUNE VOR; BUT TO CONSTANTLY COMPARE LNAV AND VOR INDICATIONS. ALSO; MANUALLY INPUT INTERCEPTS AND VERIFY ACTUAL INTERCEPT WITH RAW DATA. SUPPLEMENTAL INFO FROM ACN 563520: THE FMC/LNAV APPEARED TO BE PROGRAMMED PROPERLY BUT THE ACFT DID NOT INTERCEPT THE 321 DEG RADIAL AND CONTINUE ON A 360 DEG HDG. AS THE PNF; I HAD PROPER VOR RAW DATA SET UP; BUT DID NOT NOTICE THE OVERSHOOT DUE TO COCKPIT DUTIES UNTIL ZAB CALLED AND TOLD US TO TURN L TO 300 DEGS AND INTERCEPT THE PXR 321 DEG RADIAL. WE REVIEWED THE FMC/LNAV PROCS FOR SETTING UP A COURSE INTERCEPT FROM A HDG AND STILL DON'T KNOW WHY THE LNAV FUNCTION FAILED TO INTERCEPT THE COURSE. ALSO LEARNED A VALUABLE LESSON ON MAKING NAV AND USE OF BACK-UP RAW DATA A PRIORITY REGARDLESS OF COCKPIT/RADIO DISTRS.