根據當前綠色農產品定價研究的現狀，從網絡環境提供的充分競爭性、信息公開性以及海量數據出發，提出了引入ARIMA過程的狀態空間模型的原因。通過ARIMA過程的狀態空間表示和用于預報的Kalman濾波關系式，討論了在狀態空間模型時的似然函數和新息方法求解，探討了ARIMA過程的狀態空間模型的精確預報方法。其結果對大力發展綠色農產品，改善農民的收入結構和國家的農產品更好地打破出口的“綠色壁壘”有積極的理論和現實意義。
關 鍵 詞 綠色農產品; 網絡環境; 狀態空間; 似然函數

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