[Gretl-users] Bootstrapping VAR residuals

Dear gretl users, I would like to obtain simulated data by bootstrapping the residuals of a VAR model. I have gave a look to the gretl guide, and I found something related to resampling and bootstrapping (section 7.4), actually, I would like to adapt the following example - 7.1 in the guide - (with ols) to the VAR framework: ols y 0 x genr ui = $uhat scalar ybar = mean(y) scalar replics = 2000 scalar tcount = 0 series ysim = 0 loop replics ysim = ybar + resample(ui) ols ysim 0 x scalar tsim = abs($ coeff (x) / $stderr(x)) tcount +=(tsim > 2.5) endloop I have started to write a code.. but my "first" problem is how to save the matrix of residuals and then generate the new dataset. The next one I guess will be how to store 2000 Irfs! But let's go step by step.. Would someone have any suggestion? Thanks in advance. Gabriela