	AR*			ARMA**			ARFIMA***
	In-sample	Out-of-sample		In-sample	Out-of-sample		In-sample	Out-of-sample
	In-sample	$h = 30$	$h = 60$	In-sample	$h = 30$	$h = 60$	In-sample	$h = 30$	$h = 60$
Bahrain	0.0001	0.0001	0.0001	0.0001	0.0001	0.0001	0.0001	0.0001	0.0001
Kuwait	0.039	0.039	0.039	0.036	0.036	0.036	0.040	0.039	0.039
Oman	0.0003	0.0003	0.0003	0.0003	0.0003	0.0003	0.0003	0.0003	0.0003
Qatar	0.0003	0.0002	0.0002	0.0003	0.0002	0.0002	0.0003	0.0002	0.0002
Saudi Arabia	0.001	0.001	0.001	0.001	0.001	0.001	0.001	0.001	0.001
United Arab Emirate	0.0001	0.0001	0.0001	0.0001	0.0001	0.0001	0.0001	0.0001	0.0001