I have the following problem and I cannot understand the error. I have daily data where I only stay with the first 28 days of the month. My variable Y is monthly.
I estimate the following MIDAS:
mod1 <- midas_r(y ~ mls(x, 2:6, 28, nealmon), start = list(x=c(10,1,-0.1)))
I get the coefficients but when trying to forecast it throws me the following error:
Error in point_forecast.midas_r(object, newdata = newdata, method = method, : Missing variables in in-sample. Please supply the data for all the variables in regression
Using it in the following way:
forecast(mod1, newdata=list(x = x))
