I can interpret this meaningfully if I imagine that “the future” means two different things:
(1) the future in general, i.e., whatever is going to happen after now (I know not what)
(2) a specific state of affairs anticipated (a cat walks in front of your monitor, or a delicate aroma is experienced).
I can refer to (1) without experiencing anything more than whatever internally alerts me that I mean something that is going to happen (rather than something that has happened, etc.). I can also refer to (2) by seeing something specific, like imagining a cat walking in front of the monitor I am using, or imagining the aroma of chai ginger tea, and then writing words. I mean this only in the simple sense that if you didn’t at some point imagine something like an image of a cat walking in front of a monitor, or if you didn’t somehow imagine the chai tea or the smell of it, you couldn’t have interpreted those words in any useful way for practical matters like dealing with cats or deciding what you are about to be served (do you agree? If we are stuck at this point then I will know where to focus and not waste time with other things.).
Now supposing you are with me on that, above you said, “I refer to something I do not observe: the future.” By “future” I thought you meant (2), so the question is, do you really observe the cat or the chai tea when you imagine it just for a fleeting moment, or does it not count as observing unless you are experiencing the real thing? If it has to be “the real thing,” that would - to my understanding - violate the methodological constraints of Mises’s method as you mentioned in the quote below, as any talk to the effect that “observing an anticipated future of a cat walking in front of your monitor is not actually observing such a state of affairs” would posit a reality existing outside the first-person perspective and enter the naturalistic/physicalist view.
In other words, I want to make sure we aren’t accidentally inserting the idea of an objective reality by using the word observe. To be consistent it surely has to refer to something I actually experience, devoid of any connotations about “reality.” Then that would make unobservables also, by definition, unexperienceables. (Right?)
By the way, does this have any relevance to what you were saying in the last posts? The claim I am suggesting there seems in a way to “conceive all phenomena from the point of view of individual action,” although perhaps in a different way from how you meant there.