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For a large threshold not in the large deviations area, one can show so-called moderate deviation results, which in some sense extend the normal approximation to larger values.  In this work, the \\(\\{X_i\\}\\) form a stationary process. Examples are constructed where a moderate deviations principle holds in a certain given region, and is violated outside the region. In particular, let \\(G_0 \\subset (0,{1\\over2})\\) be a finite union of open intervals bounded away from zero and \\(G_1\\) be the interior of the complement \\((0,{1\\over 2})\\setminus G_0\\). Then, there exists a stationary process \\(\\{X_i\\}\\) such that, for any \\(\\gamma \\in G_0 \\cup G_1\\) and \\(c \\in (0,\\infty)\\),  \\[  \\lim_{n \\to \\infty} {1\\over n^{2\\gamma}} \\log {\\mathbb P}[S_n > c n^{\\gamma+1/2}] = \\begin{cases} -{1\\over 2}c^2 & \\text{if \\(\\gamma \\in G_1\\)};\\\\ 0 & \\text{if \\(\\gamma \\in G_0\\)}.\\end{cases} \\]  The construction is based on a Markov chain on \\(\\{1,2,\\ldots\\}^2 \\cup \\{(0,0)\\}\\). From \\((0,0)\\) the process jumps to \\((1,n-1)\\) with probability \\(p_n\\) and stays in \\((0,0)\\) with probability \\(p_1\\). From \\((k,\\ell)\\) with \\(\\ell \\neq 1\\) the process jumps to \\((k+1,\\ell-1)\\), and from \\((k,1)\\) it jumps to \\((0,0)\\). The times where the origin is visited form a renewal process. If the Markov chain is denoted by \\((A_t,B_t)\\), then \\(A_t\\) is the time since the last visit of the origin and \\(B_t\\) is the time to the next visit of the origin. The process is now constructed as \\(X_t = I_{t-A_t} \\varphi(A_t,B_t)\\) for some function \\(\\varphi\\) and i.i.d. Bernoulli variables \\(\\{I_k\\}\\). In a first step, it is shown how to choose the parameters such that the result holds for \\(G_0 = (u,v)\\) with \\(0 < u < v \\leq {1\\over2}\\). Adding a finite number of such processes and normalising the sum will prove the result for arbitrary 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