Model Selection and Usage of Convenience Function from the midasr package in the context of an Unrestricted Midas model

Question

I have a quarterly (y_ts_ready) and 4 monthly (x1_ts_ready, ..., x4_ts_ready) time series. I want to use the 4 monthly time series to forecast the quarterly one. Midas regressions have appeared to me to be the most appropriate approach to it. Therefore I am using the midasr package in R to implment this.

As far I have researched, since the granularities are not very different, an unrestricted version of the MIDAS regression should be the most appropriate. I have been trying to compare models to try to select the most appropriate combinations of lags from the 4 different high-frequency regressors.

Best regards

I have recently come across the functions select_and_forecast and midas_r_ic_table to do exactly that, but I have found them exceptionally difficult to implement for model selection of exclusively unrestricted version of MIDAS models.

I come here in the hope of finding some help regarding this implementation.