time_series <- structure(c(0.114371630096418, 0.0959437177384127, 0.0892187992740256,
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1477958400, 1480550400, 1483228800), tzone = "UTC", tclass = "Date"), .Dim = c(742L,
2L), .Dimnames = list(NULL, c("predict_rec", "in_sample")))

recession_dates <- structure(list(start = structure(c(-4505, -3532, 0, 1430, 3683,
4230, 7517, 11413, 13879), class = "Date"), end = structure(c(-4263,
-3228, 334, 1916, 3865, 4717, 7760, 11657, 14426), class = "Date")), class = "data.frame", row.names = c(NA,
-9L))

time_series %>%
    ggplot() +
    geom_rect(data = recession_dates, aes(xmin = start, xmax = end, ymin = -Inf, ymax = Inf, fill = "NBER recession"), alpha = 0.5, inherit.aes = FALSE) +
    scale_fill_manual(name = "", values = "grey50", guide = guide_legend(alpha = 0.5, keyheight = unit(3, "mm"))) +
    geom_line(data = subset(time_series, in_sample == 1), aes(x = Index, y = data, lty = "In-sample"), color = "black", size = 0.7) +
    geom_line(data = subset(time_series, in_sample == 0), aes(x = Index, y = data, lty = "Out-of-sample"), linetype = "dashed", color = "black", size = 0.7) +
    scale_linetype(name = "", guide = guide_legend(override.aes = list(fill=NA), keyheight = unit(3, "mm")))

Error: Continuous value supplied to discrete scale