	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	−0.027	−0.026	−0.025	−0.027	−0.027	−0.026	−0.026	−0.026	−0.024
Kuwait	0.519	0.524	0.529	0.479	0.483	0.489	0.529	0.531	0.533
Oman	0.011	0.011	0.011	−0.007	−0.008	−0.006	0.029	0.028	0.024
Qatar	−0.109	−0.099	−0.082	−0.109	−0.099	−0.082	−0.106	−0.098	−0.084
Saudi Arabia	0.005	0.004	0.004	0.003	0.003	0.003	0.003	0.003	0.003
United Arab Emirate	−0.024	−0.024	−0.023	−0.028	−0.028	−0.026	−0.025	−0.025	−0.023