Greene, that is most definitely a Tersa Sphinx Moth. They eat my pentas but I forget what else they eat. So I'd say Danita is right on track.
Ann, I would personally call them bright orange, but I could see how some people might call them yellow. And yes, they have little black hairs that stick out even when they hatch. It's hard to tell which you have until they molt a couple of times. Gulf Frits will deepen to a darker orange while Zebra Longwings will turn white.
I have pictures to share but I can't stop sneezing. I've taken Zyrtec and Benadryl but then I had to go back outside to pick caterpillar food. It's a vicious cycle.
