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inflation <- structure(c(1.7, 1.1, 0, 0.3, 0.2, 0.1, 0.4), .Tsp = c(2023, 2023.5, 12), class = "ts")

Log_change <- structure(c(-0.77890869,-0.392276828033981, 0.499963651070789, -1.56697062490915, -0.369802452632025, -0.0619481068581325, 0.744093763818447, 1.05408760276759, -0.0630183682008886, 1.22122385544072, -0.674608464665276, -0.539136558538195, 0.0448612513131299, -0.925858037669301, -0.233080216017226, -1.01524817021472, -0.666855287278221, -0.0516503393480689, -0.169424437640396, -0.0704946772670236, 1.51781500809132, 0.276361526488243, 0.925378933892888, 0.228140646382655, -0.487975872454106, -1.76247071858407, 0.324453929815408), .Tsp = c(2023, 2023.5, 52), class = "ts")

m1 <- midas_r(inflation ~ mls(Log_change, 1:11,52/12),start = NULL)

Why is the data incomplete and how much more observations are needed?

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  • $\begingroup$ Trying to run Midas between monthly dependent and weekly independent variables. $\endgroup$
    – J_Bake
    Commented Sep 17, 2023 at 12:55

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