MD80 CREW HAD TRACK DEV ENTERING THE HOLD IN ZFW CLASS A AIRSPACE.

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WAS APCHING CWK VOR WHEN CTLR ISSUED HOLDING INSTRUCTIONS -- HOLD E OF CWK 080 DEGS; 15 DME; R TURNS. PROGRAMMED GPS. ENTERED THE HOLD. ACFT TURNED 5 DEG ANGLE OF BANK; SHOULD HAVE TURNED TO 25 DEG ANGLE OF BANK. COPLT AND MYSELF DOUBLECHKED THE GPS ENTRY POINT AND HOLD PAGE. EVERYTHING NORMAL EXCEPT THERE WERE 2 LINES ON THE MAP DISPLAY. IN ADDITION TO THE 5 DEG ANGLE OF BANK; WE HAD A 44 KT R-HAND QUARTERING XWIND. I LEFT THE ACFT IN THIS 5 DEG ANGLE OF BANK FOR APPROX 2 MINS TO SEE IF IT WOULD CORRECT ITSELF. IT DID NOT; SO I WENT TO 25 DEGS AND I SELECTED HDG SELECT IN FLT GUIDANCE PANEL. CTLR INFORMED US THAT WE COMPLETELY MISSED THE HOLDING PATTERN. I ATTRIBUTED THAT TO THE 5 DEG ANGLE OF BANK AND XWIND. NO TFC CONFLICTS WERE ENCOUNTERED. SUPPLEMENTAL INFO FROM ACN 484881: WX AT DFW. ATC ASSIGNED HOLDING AT CWK 080 DEGS; 15 DME. CAPT ENTERED HOLDING PATTERN INTO GPS. DATA CAME UP ON DISPLAY AND LOOKED ACCURATE AND CHKED WITH RAW DATA ON MY SCOPE; IE; RADIAL AND DME/R TURN INTO HOLDING. CAPT IN GPS NAV DATA; FO IN RAW VOR (CWK) DATA. AT GPS AND VOR DISTANCE; ACFT STARTED A R TURN INTO HOLDING. GPS DATA DISPLAYED A DOUBLE R TURN LINE WHICH THE CAPT POINTED OUT HE HAD NOT SEEN BEFORE. THE ACFT HAD STARTED INTO HOLDING AT THE R RADIAL AND DME ON RAW DATA; SO I LOOKED TO THE CAPT'S DISPLAY TO SEE WHAT THIS THING WAS REALLY DOING. I SPENT MAYBE 10-15 SECONDS AND CAME BACK TO MY SIDE GAUGES. I DISCOVERED THE JET WAS ONLY IN A 3 DEG ANGLE OF BANK. I CHKED THE CAPT'S ATTITUDE INDICATOR AND IT WAS THE SAME; AND I POINTED IT OUT TO HIM. HE CONFIRMED. WE BOTH THOUGHT/SAID 'WHAT'S THIS THING DOING?' (ANOTHER 5-10 SECONDS.) WE AGREED GPS OFF HDG SELECT 30 DEG BANK AND WE'LL USE RAW DATA TODAY. AS WE WERE ROLLING OUT ON THE OUTBOUND HDG; ATC ASKED IF WE WERE/UNDERSTOOD TO HOLD ON THE CWK 080 DEG AT 15 DME. WE CONFIRMED THAT; BUT ADVISED THAT OUR INITIAL INDICATIONS WERE THAT WE ENTERED AT 080 DEGS; 15 DME CWK WITH A CALL ENTERING HOLDING. 15-30 SECONDS LATER; ATC ADVISED WE MISSED IT BY A BIT AND GAVE US RADAR VECTORS TO DSND AND LAND AT DFW. ATC SAID NO TFC CONFLICT. WE (CAPT) SAID 'WE WILL CHK EQUIP AND ADVISE ACR OF EVENT.' CORRECTIVE ACTION: USE RAW DATA; ALWAYS BACK UP WITH RAW DATA. AT THE FIRST HINT OF A PROB; FLY THE JET; DO NOT TRUST THE BOX AND FLY THE JET LIKE ME AND OTHER GUYS HAVE BEEN DOING FOR YRS.