The phase shifts of the extinction and refractive index gratings to the illumination pattern are revealed in doped polymethyl methacrylate (PMMA). The dynamic process of these shifts is studied via two-wave coupling at 351 nm. It is shown that these shifts are from the strain and the shrinkage inside the sample and accompanied with the photo-repolymerization process during the building process of the holographic grating. Such shifts will cause obvious energy exchange between the two recording beams and enough attention should be paid to the nonlocal property of the holographic gratings of the material in the application.