Several items to check:
Ensure that your Splunk user has sufficient privileges to execute binaries under /usr/bin (vmstat.sh calls /usr/sbin/swap and /usr/sbin/prtconf as well as vmstat). Try to execute these manually via cmd line as your user.
Ensure the vmstat.sh script has executable permissions.
Verify that you've enabled the required data and scripted inputs for the TA: https://docs.splunk.com/Documentation/AddOns/released/UnixLinux/Enabledataandscriptedinputs