Is $x(t) = ax(t-1) + e$ a stationary process or not? E.g. with $a=0.8$, I would imagine it is not, but if I graph it with random normal error terms it looks stationary.
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See this answer as well for a graphical answer. – dimitriy Dec 02 '14 at 21:02
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See the last part of this section of the relevant Wikipedia article. – Glen_b Dec 02 '14 at 23:50