I have quarterly data on inflation from 1990 Quartal 1 to 2016 Quartal 3.
If I want to perform the pseudo out-of-sample forecasting one quarter ahead with an autoregressive function, do I have to estimate the model until 2016 Quartal 2?
When choosing how many lags to include in the AR model (by looking at BIC and AIC) do I have to consider the whole sample or just until 2016:2?