Allin,
I'm attaching an example script which bootstraps a Granger
non-causality test (using a data file from the gretl package).
For some reason, I get an error message when running your example script:
Data types not conformable for operation
> series y1 = S[,1]
This seems odd because a) it's your script, and b) I can generate a series from a
matrix just fine in the console. The following works fine (after getting the error
above):
T = $nobs
Doh = mnormal(T,2)
Duh = Doh[,1]
I'm running the latest snapshot on Windows.
PS