Combine milk , sugar , water and yeast together in a bowl and let it sit until it goes frothy. Make sure the water and milk are Luke warm . If the mixture doesn't go frothy then the yeast is no good. Do another batch as you must have this mixture turn frothy to continue. Combine salt, egg ,butter, pumpkin , cinnamon , nutmeg and 2 cups of the flour. Add in the yeast mixture and stir , continue mixing ( I used an electric mixture with a dough attachment , but you can do by hand) . Add in the extra flour gradually until the dough is manageable but still slightly sticky. Knead for a further 4-5 mins. Leave in a greased bowl, cover with glad wrap and allow to rise until doubled in size , approx 1 hour.