user11541: Is there is anything existing in the past,present or future which is not a phenomena ?
Is it correct to say that all phenomena must be impermanent?
If yes then how we know this?

user471: The answers to your question really depend on what "a phenomenon" is, in other words a sankhara.
Please see this essay by Ven. Bodhi entitled "Anicca Vata Sankhara" (I have bolded the relevant parts and also snipped some parts, in the quoted section below).
The TL;DR version:
Sankharas are "co-doings," things that act in concert with other things, or things that are made by a combination of other things. Ven. Bodhi uses "formations" or "volitional formations" as his preferred translation.
There are 3 uses of the term Sankhara in the scriptures:

Second link in dependent origination - when ignorance and craving underlie our stream of consciousness, our volitional actions of body, speech, and mind become forces with the capacity to produce results, including "rebirth".
The fourth of the five aggregates - volition regarding forms, sounds, smells, tastes, tactile objects, and ideas. Also covers all factors of mind except feeling and perception.
All conditioned and compounded things including mountains, fields, and forests; towns and cities; food and drink; jewelry, cars, and computers.

The only thing which is unconditioned and uncompounded is Nibbana.
Long version:

The word sankhara is derived from the prefix sam, meaning "together,"
joined to the noun kara, "doing, making." Sankharas are thus
"co-doings," things that act in concert with other things, or things
that are made by a combination of other things. Translators have
rendered the word in many different ways: formations, confections,
activities, processes, forces, compounds, compositions, fabrications,
determinations, synergies, constructions. All are clumsy attempts to
capture the meaning of a philosophical concept for which we have no
exact parallel, and thus all English renderings are bound to be
imprecise. I myself use "formations" and "volitional formations,"
aware this choice is as defective as any other.
.... In the suttas the word occurs in three major doctrinal
contexts. One is in the twelvefold formula of dependent origination
(paticca-samuppada), where the sankharas are the second link in the
series. They are said to be conditioned by ignorance and to function
as a condition for consciousness. Putting together statements from
various suttas, we can see that the sankharas are the kammically
active volitions responsible for generating rebirth and thus for
sustaining the onward movement of samsara, the round of birth and
death. In this context sankhara is virtually synonymous with kamma, a
word to which it is etymologically akin.
The suttas distinguish the sankharas active in dependent origination
into three types: bodily, verbal, and mental. Again, the sankharas are
divided into the meritorious, demeritorious, and "imperturbable,"
i.e., the volitions present in the four formless meditations. When
ignorance and craving underlie our stream of consciousness, our
volitional actions of body, speech, and mind become forces with the
capacity to produce results, and of the results they produce the most
significant is the renewal of the stream of consciousness following
death. .......
A second major domain where the word sankharas applies is among the
five aggregates. The fourth aggregate is the sankhara-khandha, the
aggregate of volitional formations. The texts define the
sankhara-khandha as the six classes of volition (cha cetanakaya):
volition regarding forms, sounds, smells, tastes, tactile objects, and
ideas. ...... The aggregate of
volitional formations comprises all kinds of volition. It includes not
merely those that are kammically potent, but also those that are
kammic results and those that are kammically inoperative. In the later
Pali literature the sankhara-khandha becomes an umbrella category for
all the factors of mind except feeling and perception, which are
assigned to aggregates of their own. Thus the sankhara-khandha comes
to include such ethically variable factors as contact, attention,
thought, and energy; such wholesome factors as generosity, kindness,
and wisdom; .......
The third major domain in which the word sankhara occurs is as a
designation for all conditioned things. In this context the word has a
passive derivation, denoting whatever is formed by a combination of
conditions; whatever is conditioned, constructed, or compounded. In
this sense it might be rendered simply "formations," without the
qualifying adjective. As bare formations, sankharas include all five
aggregates, not just the fourth. The term also includes external
objects and situations such as mountains, fields, and forests; towns
and cities; food and drink; jewelry, cars, and computers.
.... By putting an end to the constructing of conditioned reality, we
open the door to what is ever-present but not constructed, not
conditioned: the asankhata-dhatu, the unconditioned element. This is
Nibbana, the Deathless, the stilling of volitional activities, the
final liberation from all conditioned formations and thus from
impermanence and death. Therefore our verse concludes: "The subsiding
of formations is blissful!"


user8157: All things, whether conditioned or unconditioned, are dhammas ('phenomena') & elements (dhatu).
All things mentioned in Buddhism, whether conditioned or conditioned, are sense objects experienceable by the mind, i.e., 'ayatana' (refer to Sabba Sutta. Note: the translation should be 'mind objects' rather than 'ideas', so to include Nibbana). 
Conditioned things are sankhara; conditioned elements are sankhata dhatu. 
The unconditoned element/Nibbana  is asankhata dhatu or visankhara. 
Only conditioned things (sankhara) are impermanent. 
Nibbana, the unconditioned, is permanent.

277. "All conditioned things (sankhara) are impermanent”— when one sees this with wisdom, one turns away from suffering. This is the path
  to purification.
278. "All conditioned things (sankhara) are unsatisfactory”—when one sees this with wisdom, one turns away from suffering. This is the path
  to purification.
279. "All things (dhammā) are not-self” — when one sees this with wisdom, one turns away from suffering. This is the path to
  purification
154. O house-builder, you are seen! You will not build (visaṅkhitaṃ) this house again. For your rafters are broken and your ridgepole shattered. My mind has reached the Unconditioned (Visaṅkhāra); I have attained the destruction of craving.
Dhammapada

Dve imā, ānanda, dhātuyo—saṅkhatādhātu, asaṅkhatādhātu.
There are these two elements: the conditioned element and the
  unconditioned element.
MN 115

There is, bhikkhus, that base (āyatanaṃ) where... Just this is the end of suffering. Ud 8.1

His release, being founded on truth, does not fluctuate, for whatever is deceptive is false; Nibbana — the undeceptive — is true. MN 140


user254: I think the dharma says,

sabbe saṅkhārā aniccā — "all saṅkhāras (conditioned things) are impermanent"

So not "all phenomena", but specifically "all saṅkhārās" -- see Can anyone explain Sanskara / Sankara indepth?
This might be paraphrased like, "Everything that has a cause (or, 'has a beginning' or 'arises') has an end".
It's especially relevant for sensual phenomena -- i.e. sights, sounds, thoughts, and so on -- because these are conditioned by contact.
There may be some "phenomena" which are not saṅkhārās and not impermanent -- nibbana for example is said to be not-impermanent. I suppose reasons for that include its being unconditioned (it doesn't depend on something for its existence, in fact it's explicitly independent), and timeless.
I think that some schools of Buddhism identify other not-impermanent (unconditioned) phenomena too: for example, "space" and others (see Two unconditioned dhammas?); and possibly Buddha-nature or Dharmakaya (see Ignorant mind and Buddha nature).

11541: <p>Is there is anything existing in the past,present or future which is not a phenomena ?</p>

<p>Is it correct to say that all phenomena must be impermanent?
If yes then how we know this?</p>
 471: <p>The answers to your question really depend on what &quot;a phenomenon&quot; is, in other words a <em>sankhara</em>.</p>
<p>Please see <a href="http://www.accesstoinsight.org/lib/authors/bodhi/bps-essay_43.html" rel="nofollow noreferrer">this essay</a> by Ven. Bodhi entitled &quot;<a href="http://www.accesstoinsight.org/lib/authors/bodhi/bps-essay_43.html" rel="nofollow noreferrer">Anicca Vata Sankhara</a>&quot; (I have <strong>bolded</strong> the relevant parts and also snipped some parts, in the quoted section below).</p>
<h2>The TL;DR version:</h2>
<p>Sankharas are &quot;co-doings,&quot; things that act in concert with other things, or things that are made by a combination of other things. Ven. Bodhi uses &quot;formations&quot; or &quot;volitional formations&quot; as his preferred translation.</p>
<p>There are 3 uses of the term Sankhara in the scriptures:</p>
<ol>
<li>Second link in <a href="https://buddhism.stackexchange.com/q/48/471">dependent origination</a> - when ignorance and craving underlie our stream of consciousness, our volitional actions of body, speech, and mind become forces with the capacity to produce results, including &quot;rebirth&quot;.</li>
<li>The fourth of <a href="https://www.thoughtco.com/the-skandhas-450192" rel="nofollow noreferrer">the five aggregates</a> - volition regarding forms, sounds, smells, tastes, tactile objects, and ideas. Also covers all factors of mind except feeling and perception.</li>
<li>All conditioned and compounded things including mountains, fields, and forests; towns and cities; food and drink; jewelry, cars, and computers.</li>
</ol>
<p>The only thing which is unconditioned and uncompounded is Nibbana.</p>
<h2>Long version:</h2>
<blockquote>
<p>The word sankhara is derived from the prefix sam, meaning &quot;together,&quot;
joined to the noun kara, &quot;doing, making.&quot; Sankharas are thus
&quot;co-doings,&quot; things that act in concert with other things, or things
that are made by a combination of other things. Translators have
rendered the word in many different ways: <strong>formations, confections,
activities, processes, forces, compounds, compositions, fabrications,
determinations, synergies, constructions</strong>. All are clumsy attempts to
capture the meaning of a philosophical concept for which we have no
exact parallel, and thus all English renderings are bound to be
imprecise. <strong>I myself use &quot;formations&quot; and &quot;volitional formations,&quot;</strong>
aware this choice is as defective as any other.</p>
<p>.... In the suttas the word occurs in <strong>three major doctrinal
contexts. One is in the twelvefold formula of dependent origination
(paticca-samuppada), where the sankharas are the second link in the
series. They are said to be conditioned by ignorance and to function
as a condition for consciousness. Putting together statements from
various suttas, we can see that the sankharas are the kammically
active volitions responsible for generating rebirth and thus for
sustaining the onward movement of samsara, the round of birth and
death.</strong> In this context sankhara is virtually synonymous with kamma, a
word to which it is etymologically akin.</p>
<p><strong>The suttas distinguish the sankharas active in dependent origination
into three types: bodily, verbal, and mental.</strong> Again, the sankharas are
divided into the meritorious, demeritorious, and &quot;imperturbable,&quot;
i.e., the volitions present in the four formless meditations. When
ignorance and craving underlie our stream of consciousness, our
volitional actions of body, speech, and mind become forces with the
capacity to produce results, and of the results they produce the most
significant is the renewal of the stream of consciousness following
death. .......</p>
<p><strong>A second major domain where the word sankharas applies is among the
five aggregates. The fourth aggregate is the sankhara-khandha, the
aggregate of volitional formations. The texts define the
sankhara-khandha as the six classes of volition (cha cetanakaya):
volition regarding forms, sounds, smells, tastes, tactile objects, and
ideas.</strong> ...... The aggregate of
volitional formations comprises all kinds of volition. It includes not
merely those that are kammically potent, but also those that are
kammic results and those that are kammically inoperative. In the later
Pali literature the <strong>sankhara-khandha becomes an umbrella category for
all the factors of mind except feeling and perception, which are
assigned to aggregates of their own. Thus the sankhara-khandha comes
to include such ethically variable factors as contact, attention,
thought, and energy; such wholesome factors as generosity, kindness,
and wisdom;</strong> .......</p>
<p><strong>The third major domain in which the word sankhara occurs is as a
designation for all conditioned things. In this context the word has a
passive derivation, denoting whatever is formed by a combination of
conditions; whatever is conditioned, constructed, or compounded. In
this sense it might be rendered simply &quot;formations,&quot; without the
qualifying adjective. As bare formations, sankharas include all five
aggregates, not just the fourth. The term also includes external
objects and situations such as mountains, fields, and forests; towns
and cities; food and drink; jewelry, cars, and computers.</strong></p>
<p>.... By putting an end to the constructing of conditioned reality, we
open the door to what is ever-present but not constructed, not
conditioned: the asankhata-dhatu, the unconditioned element. <strong>This is
Nibbana, the Deathless, the stilling of volitional activities, the
final liberation from all conditioned formations and thus from
impermanence and death.</strong> Therefore our verse concludes: &quot;The subsiding
of formations is blissful!&quot;</p>
</blockquote>
 8157: <p>All things, whether conditioned or unconditioned, are dhammas ('phenomena') &amp; elements (<em>dhatu</em>).</p>

<p>All things mentioned in Buddhism, whether conditioned or conditioned, are sense objects experienceable by the mind, i.e., '<em>ayatana</em>' (refer to <a href="http://www.accesstoinsight.org/tipitaka/sn/sn35/sn35.023.than.html" rel="nofollow noreferrer">Sabba Sutta</a>. Note: the translation should be 'mind objects' rather than 'ideas', so to include Nibbana). </p>

<p>Conditioned things are <em>sankhara</em>; conditioned elements are <em>sankhata dhatu</em>. </p>

<p>The unconditoned element/Nibbana  is <em>asankhata dhatu</em> or <em>visankhara</em>. </p>

<p>Only conditioned things (<em>sankhara</em>) are impermanent. </p>

<p>Nibbana, the unconditioned, is permanent.</p>

<blockquote>
  <p><em>277. "All conditioned things (sankhara) are impermanent”— when one sees this with wisdom, one turns away from suffering. This is the path
  to purification.</em></p>
  
  <p><em>278. "All conditioned things (sankhara) are unsatisfactory”—when one sees this with wisdom, one turns away from suffering. This is the path
  to purification.</em></p>
  
  <p><em>279. "All things (dhammā) are not-self” — when one sees this with wisdom, one turns away from suffering. This is the path to
  purification</em></p>
  
  <p><em>154. O house-builder, you are seen! You will not build (visaṅkhitaṃ) this house again. For your rafters are broken and your ridgepole shattered. My mind has reached the Unconditioned (Visaṅkhāra); I have attained the destruction of craving.</em></p>
  
  <p><em>Dhammapada</em></p>
  
  <hr>
  
  <p><em>Dve imā, ānanda, dhātuyo—saṅkhatādhātu, asaṅkhatādhātu.</em></p>
  
  <p><em>There are these two elements: the conditioned element and the
  unconditioned element.</em></p>
  
  <p><em>MN 115</em></p>
  
  <hr>
  
  <p><em>There is, bhikkhus, that base (āyatanaṃ) where... Just this is the end of suffering. Ud 8.1</em></p>
  
  <hr>
  
  <p><em>His release, being founded on truth, does not fluctuate, for whatever is deceptive is false; Nibbana — the undeceptive — is true. MN 140</em></p>
</blockquote>
 254: <p>I think <a href="https://en.wikipedia.org/wiki/Three_marks_of_existence#Description" rel="nofollow noreferrer">the dharma says</a>,</p>

<blockquote>
  <p><em>sabbe saṅkhārā aniccā</em> — "all <a href="https://en.wikipedia.org/wiki/Sa%E1%B9%85kh%C4%81ra" rel="nofollow noreferrer">saṅkhāras</a> (conditioned things) are impermanent"</p>
</blockquote>

<p>So not "all phenomena", but specifically "all <em>saṅkhārās</em>" -- see <a href="https://buddhism.stackexchange.com/q/12691/254">Can anyone explain Sanskara / Sankara indepth?</a></p>

<p>This might be paraphrased like, "Everything that has a cause (or, 'has a beginning' or 'arises') has an end".</p>

<p>It's especially relevant for sensual phenomena -- i.e. sights, sounds, thoughts, and so on -- because these are conditioned by <a href="http://www.palikanon.com/english/wtb/n_r/phassa.htm" rel="nofollow noreferrer">contact</a>.</p>

<p>There may be some "phenomena" which are not saṅkhārās and not impermanent -- nibbana for example is said to be not-impermanent. I suppose reasons for that include its being unconditioned (it doesn't depend on something for its existence, in fact it's explicitly independent), and timeless.</p>

<p>I think that some schools of Buddhism identify other not-impermanent (unconditioned) phenomena too: for example, "space" and others (see <a href="https://buddhism.stackexchange.com/q/7926/254">Two unconditioned dhammas?</a>); and possibly Buddha-nature or Dharmakaya (see <a href="https://buddhism.stackexchange.com/q/5175/254">Ignorant mind and Buddha nature</a>).</p>
