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We performed a Bayesian analysis of pulsar timing residuals from the NANOGrav pulsar timing array to search for a specific form of stochastic narrow-band signal produced by oscillating gravitational potential in the Galactic halo. Such oscillations are predicted by a model of warm dark matter composed of an ultralight massive scalar field ($m\sim 10^{-23}$~eV), recently proposed by Khmelnitsky and Rubakov (2014). In the monochromatic approximation, the stringent upper limit (95\% c.l.) on the variable gravitational potential amplitude is found to be \(\Psi_c=1.14 \times 10^{-15}\), corresponding to the characteristic strain $h_c=2\sqrt{3}\Psi_c\simeq 4\times 10^{-15}$ at \(f=1.75\times10^{-8}\text{Hz}\). In the narrow-band approximation, the upper limit of this background energy density is \(\Omega_{GPB}=1.27 \times 10^{-9}\) at \(f=6.2\times 10^{-9}\text{Hz}\). These limits are an order of magnitude higher than the expected signal amplitude. The applied analysis of pulsar timing residuals can be used to search for any narrow-band stochastic signals with different correlation properties. As a by-product, parameters of the red noise present in four NANOGrav pulsars (J1713+0747, J2145-0750, B1855+09, J1744-1134) have been evaluated.