I am new to time series analysis. I try to use data (biweekly return of a portfolio) from 2010/01-2016/12 to obtain an ARIMA(4,1,1) model, by using auto.arima in forecast library. Next, I apply this model to data from 2017/07 to 2018/10, as out sample test. I split in this way, as I don't have the data from 2017/01 to 2017/06.
Basically, I am OK with this fitting, but I have doubt on the beginning of this plot, from 2017/07 to 2017/11. As I don't have preceding data points before 2017/07, should I ignore the beginning part?