As soon as a golfer has taken their first shot of the tee, the ball is in play. It is in play until it is holed, apart from when it is lifted, lost, substituted in agreement with the rules or if it is out of bounds.
The ball is in play once the player starts his downswing in the teeing area. It continues to be so until holed out, lost, out of bounds or lifted.
The ball remains in play until it's holed, unless lost, lifted or out of bounds or another ball has been substituted in play. The substituted ball then becomes the ball in play.