	OEM versus AR			OEM versus ARMA			OEM versus 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	−0.029	−0.029	−0.028	−0.029	−0.029	−0.028	−0.028	−0.028	−0.027
Kuwait	0.508	0.513	0.519	0.468	0.472	0.478	0.519	0.520	0.523
Oman	−0.009	−0.009	−0.008	−0.009	−0.009	−0.008	0.028	0.027	0.023
Qatar	−0.094	−0.084	−0.067	−0.094	−0.085	−0.068	−0.090	−0.083	−0.069
Saudi Arabia	0.003	0.003	0.003	0.003	0.003	0.003	0.004	0.003	0.003
United Arab Emirate	−0.028	−0.027	−0.026	−0.030	−0.029	−0.028	−0.028	−0.027	−0.026