Regressors name in a new variable

[maria-novas]

When we create a new variable and include our calendar regressors, it doesn’t maintain the regressors name of the input file (rename x_1, x_2,..,x_n). It’s true that we can rename, but it would be useful to keep the names, because we introduce a lot of different regressors in production.

[charphi]

Ideally, this behaviour should be customizable. We might add an extension point in a future release to do that.