set.seed(42)
y<- w<- rnorm(1000)
for (t in 2:1000) {
y[t]<- 0.9*y[t-1]+w[t]
}
#Vector for line segments. 
xy.mat<- cbind(c(0,450,225,750,600,1000),c(6.5,6.5,7.5,7.5,8.5,8.5))
##Plot the series, with annotations for means and the Dicky-Fuller Test##
plot(1:length(y),y,xlab="t",ylab=expression(y[t]),type="l",ylim=c(-8,10),main="Stationary Time Series")
text(125,-6.5,labels=expression(ADF == -6.128));

set.seed(42)
yns<- wns<- rnorm(1000)
for (t in 3:1000) {
yns[t]<-1.5*yns[t-1]-0.5*yns[t-2]+wns[t]
}
plot(1:length(yns),yns,xlab="t",ylab=expression(y[t]),type="l",ylim=c(-100,20),main="Non-stationary Time Series")
text(125,-60,labels=expression(ADF == -2.0251));