waverley:~/src/build/cli$ cat moo.inp 
function list moo (void)
     series you_would_think_this_is_safe = NA
     list ret = you_would_think_this_is_safe
     return ret
end function

nulldata 10
you_would_think_this_is_safe = normal()
print you_would_think_this_is_safe
moo()
print you_would_think_this_is_safe

waverley:~/src/build/cli$ ./gretlcli -b moo.inp 
gretl version 1.10.90cvs
Copyright Ramu Ramanathan, Allin Cottrell and Riccardo "Jack" Lucchetti
This is free software with ABSOLUTELY NO WARRANTY
Current session: 2015-06-19 21:07
? run moo.inp
 /home/cottrell/stats/esl/gretl/build/cli/moo.inp
? function list moo (void)
? nulldata 10
periodicity: 1, maxobs: 10
observations range: 1 to 10
? you_would_think_this_is_safe = normal()
Generated series you_would_think_this_is_safe (ID 2)
? print you_would_think_this_is_safe

Full data range: 1 - 10 (n = 10)

 0.338684   0.467531  -2.47950   1.32236  -1.55115  -0.176351   0.874443  
-0.482129  -0.912499  -2.56867  

? moo()
? print you_would_think_this_is_safe

Full data range: 1 - 10 (n = 10)

 0.338684   0.467531  -2.47950   1.32236  -1.55115  -0.176351   0.874443  
-0.482129  -0.912499  -2.56867  

Done