[Gretl-users] Estimation of ARIMA

Dear all: Q1: I input monthly data from 1980M1 to 1990M12. I set the sample range from 1980M6 to 1990M12. When I estimate AR(3) model, data used to estimate the model is 1980M1-1990M12, 1980M6-1980M12, 1980M9-1990M12, or so on? What I mean is when estimating parameter of AR(3) model or residual of AR(3) model, is data from 1980M1 to 1980M6 included for estimating? Q2: I input monthly data from 1980M1 to 1990M12. I set the sample range from 1980M1 to 1988M12(I want to use data from 1989M1 to 1990M12 for out-of sample forecasting) When estimating AR(1), the using observations is from 1980M2 to 1990M12(number of observation: 131) When estimating AR(2), the using observations is from 1980M3 to 1990M12(number of observation: 130) When estimating AR(3), the using observations is from 1980M4 to 1990M12(number of observation: 129) Can I compare MAPE(Mean Absolute Percentage Error) value (from 1989M1 to 1990M12) of these three models when their period and number of using observations are different? Thanks a lot