We propose a procedure generalizing the Wei and Stram univariate disaggregation process for the disaggregation of stationary bivariate time series. We discuss the autocovariance and cross-covariance functions needed to produce the disaggregate series. We show how to derive the order of the bivariate disaggregate model. We illustrate the procedure with an example and present the results of a simulation study. © 2000 Elsevier Science Inc.
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