绿色农产品定价方法的ARIMA状态空间研究

根据当前绿色农产品定价研究的现状，从网络环境提供的充分竞争性、信息公开性以及海量数据出发，提出了引入ARIMA过程的状态空间模型的原因。通过ARIMA过程的状态空间表示和用于预报的Kalman滤波关系式，讨论了在状态空间模型时的似然函数和新息方法求解，探讨了ARIMA过程的状态空间模型的精确预报方法。其结果对大力发展绿色农产品，改善农民的收入结构和国家的农产品更好地打破出口的“绿色壁垒”有积极的理论和现实意义。
关 键 词 绿色农产品; 网络环境; 状态空间; 似然函数

Abstract Base on the actuality of green produce make a price research, start form sufficient competition and information opening and mass data offered by the network. Put forward the reason of introduce the state space model of the ARIMA process, through the express of its state space model and Kalman filter relation for forecast, discuss the likelihood function and fresh interest means which based on state space model, probe into exact forecast means of the state space model of the ARIMA process.To develop green farm produce energetically, improve the income structure of farms, the produce of our country break the “green bulwark” of export, has active theoretic and realism meaning.
Key words green produce; network environment; state space; likelihood function