Here comes another bug report, I guess the last one for today :-)
Estimating one equation of an underlying VAR with 7 variables and 3 lags
by hand with OLS (don't ask why right now) produces a glitch with one of
the variable names: Instead of 'Yield_10yr_1' the name 'd_Yield_10yr' is
printed. Strangely, 'Yield_10yr_2' and so forth print ok. The other
variable names print 100% ok. Fortunately, I verified that it's only the
label and not a different variable, i.e. the first lag of Yield_10yr is
used alright, not the difference as it looks at first.
This applies to GUI as well as script input, but I couldn't create a
test case with the built-in datasets, sorry. Maybe it has to do with the
underscores in the name?