Predicts from single variate MIDAS model estimated based on specification supplied to midas_estimate function.
midas_forecast(params, x, ylag, polynomial, ...)parameter vector from midas_estimate.
out-of-sample predictor variable data.
out-of-sample lagged dependent variable data.
polynomial specification.
optional parameters to feed into other functions.
step_idx - index for step function polynomial specification (warning: if left unspecified, the program computes index the same way as in the estimation function),
legendre_degree - the degree of Legendre polynomials (warning: if left unspecified, the program sets it to 3, the same way as in the estimation function).
returns prediction value.
For specficiation details, see midas_dl or midas_ardl function descriptions for more details.