The calf may be too young to wean at this point. Many farmers wait until the calf is seven to nine weeks of age to wean it. A calf can be weaned as early as three to four weeks of age, though. So, maybe just wait another week or two before trying to wean him/her.
In the meantime, continue to offer the calf grain. When he/she has eaten 1.5 to 2 pounds of grain for three days in a row, he/she is ready to be weaned.
Hang in there! Your calf will get there.