Problem in performing GCtest

I am trying to perform Granger Causality test in tspdlib package. The example file runs ok, but when I am using my dataset it gives the following error:

G0121 : Matrix not positive definite [GCtests.src, line 513]
Currently active call:

File GCtests.src, line 513, in _get_icvalue

File GCtests.src, line 386, in _get_kp
File GCtests.src, line 125, in GC_tests
{k,p} = _get_kp(y, pmax, kmax, ic, test);
File co2gctest.gss, line 62, in <main>
GC_out = GC_tests(data, vnames, pmax, ic, test, Nboot);

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