Changing the stochastic shock occurring at time , one can see its effect on later values of the time series in the stationary (blue) and nonstationary (brown) autoregressive AR(1) process. In the case of a stationary process, the effect of the shock disappears and the time series reverts to its mean value. In the nonstationary case, stochastic shock has a permanent effect and the process does not revert to its mean value.