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? cheers, sven