I put monthly data from 1980M1 to 1990M12.

I set the data range from 1980M6 to 1990M12.

When estimating ARIMA(3,0,0), data from 1980M3 to 1980M5 would be included.

 

Question:

Data from 1980M3 to 1980M5 is included for what? (both under exact maximum likelihood and conditional maximum likelihood )

Would Data of 1980M3, 1980M4, and 1980M5 be used to estimate the parameters of ARIMA(3,0,0) ?

Would Data of 1980M3, 1980M4, and 1980M5 be used to generate the predictor of 1980M6 (also 1980M7 and 1980M8)?

Would Data of 1980M3, 1980M4, and 1980M5 be used to Q test of ARIMA(3,0,0)?

Would Data of 1980M3, 1980M4, and 1980M5 be used to gain AIC value?

 

p.s. Is data from 1980M1 to 1980 M2 included for any reason above?

 

Thanks a lot