Thanks for the swift response, sir. First, it would be appreciated if this function could be reconsidered for us who don't have much scripting experience. 

I remembered vividly that this limitation wasn't present in some previous versions.

Are you sure? I don't actively remember, but I also don't think anything has changed in that area. When I previously wrote about a 2x2 plot, this was rubbish, for 4 variables of course you already get a 4x4 plot, and 5x5 would be quite big indeed. But again, I agree that today's larger screens could accommodate a little more.

Perhaps an idea would be to enable a middle road between an individual plot and all N^2 plots at once, namely N row-wise joint plots or something like that.

Anyway, with respect to the multiplot package, it so happens that we've almost finished a slightly updated version, and once that's ready we might give an explicit example with VAR IRFs.

BTW, I'm seeing there's a bug with 5 variables when I try to see the multiple residual plot (not an IRF plot): there are only three panels and some plots are overlaid over others.

cheers

sven