I am running the following code.

m5 <- midas_r(mls(a[0:9], 1:1, 1) ~ mls(b[0:36], 1:4, 4,nealmon),start= (),
      Ofunction = "nls", method = "plinear")

Where a is a vector of 9 monthly observations and b of 36 monthly. How to choose the starting values and more importantly how many are there? I tries with 1,2,3,4 values,but it still gives me the error.

Error in prepmidas_r(y, X, mt, Zenv, cl, args, start, Ofunction, weight_gradients,  : 
  Starting values for weight parameters must be supplied

How to solve this?



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