granger causality test with dummy variable

[dropdrop]

Hi all:
I am a beginner with eviews 6
could anyone be so kind to give me a hand on this problem:
I wish to test the granger causality between two variables ，say ，s （exchange rate ）and i（interest rate ）
（the data is from 1970to 1998，monthly 。）
And I have another category variables ranges from 1-5，presenting 5 exchange rate regimes that s belongs to.
Now I want to compare the level of causality between s and i ，under different regimes。 I think I need to change the category variable into dummy variables， right? but what's the following steps? Thank you ……