最近读一篇关于研究‘市场适应性’的论文，文中作者用到游程检验，验证股票收益时间序列的随机性（文章发表于2012年，尽管就现在来看游程检验略显过时，但这点可以忽略）。针对作者游程检验的过程，我有几点疑惑。

第一，作者在methodology中介绍他采用的游程检验的逻辑，部分原文如下：
‘ If an uninterrupted series of data is random,in the runs test the actual number of runs in the series should be close to the expected number of runs,irrespective of signs.A run is  a succession of identical symbols(positiveor negative returns in our case) which are followed or preceded by different symbols.So a run is a sequence of positive or negative returns. The number of positive runs is denoted by P, while the number of negative runs is denoted by N '…………

’ if the z-value is greater than the critical values,we reject the null hypothesis of independence of the series.Otherwise,we conclude that the  returns are independent. Furthermore,the sample will not be independent if it consists of too many or too few runs.Hence,the independence of returns can be assessed by analysing the distribution of the duration of runs.If the actual number of runs exceeds(falls below)the expected runs, a positive(negative) z-value is obtained.’

对此，我有疑惑：作者是否没有根据渐进显著性水平来拒绝（无法拒绝）原假设？那按作者的意思，判断实际游程数和预期游程数的逻辑是什么？预期游程数从何而来？（通过SPSS能否获得？） 第二段中所说的‘critical value' 是如何得到的？