No Heading Hold in Imported Plane

I have a P-61 and an F-4 that I have added to FSX. The heading hold does not work in either plane. The altitude hold works OK. The autopilot section of the aircraft.cfg appears to be OK. What can I do or check to get the autopilot heading hold to work? I also noted that there is no autopilot entry in the FSX default planes air files like there is in the FS9 air files (Section 317). Thanks, regards, Bob.