[R] a question on autocorrelation acf

[Bazman76]

http://r.789695.n4.nabble.com/file/n4164630/R_example.xlsx R_example.xlsx 

Hi there,

I attach an excel file which I use to produce the data.

It simulates a simple AR(1) process y_t=0.5y_{t-1}+z_t.

In column E I have cut and paste values so that we can compare like with
like. 

When I run the acf() on these values, it shows 3 significant lags.

When I run the pacf() it shows one very strong correlation of 0.3 at lag 1,
and a smaller one at lag 2 of around 0.05. 

Now according to the theory the pacf() results should give the correct
exponents for the lags. 
This is a pure AR(1) process so the results should be 0.5 on lag 1 and
statistically insignificant else where?

I have tried if for several realisations of the white noise term and the
results are qualatively similar and is disagreement with the theory.


Kind Regards

Baz

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