綠色農(nóng)產(chǎn)品定價(jià)方法的ARIMA狀態(tài)空間研究

根據(jù)當(dāng)前綠色農(nóng)產(chǎn)品定價(jià)研究的現(xiàn)狀，從網(wǎng)絡(luò)環(huán)境提供的充分競(jìng)爭(zhēng)性、信息公開性以及海量數(shù)據(jù)出發(fā)，提出了引入ARIMA過程的狀態(tài)空間模型的原因。通過ARIMA過程的狀態(tài)空間表示和用于預(yù)報(bào)的Kalman濾波關(guān)系式，討論了在狀態(tài)空間模型時(shí)的似然函數(shù)和新息方法求解，探討了ARIMA過程的狀態(tài)空間模型的精確預(yù)報(bào)方法。其結(jié)果對(duì)大力發(fā)展綠色農(nóng)產(chǎn)品，改善農(nóng)民的收入結(jié)構(gòu)和國家的農(nóng)產(chǎn)品更好地打破出口的“綠色壁壘”有積極的理論和現(xiàn)實(shí)意義。
關(guān) 鍵 詞 綠色農(nóng)產(chǎn)品; 網(wǎng)絡(luò)環(huán)境; 狀態(tài)空間; 似然函數(shù)

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