I followed Jack's advice, and tried to do the same thing with octave. In win 7 print.m works, but not in win 10, so Sven is right that it is predominantly an octave issue. The test program works in win 7, but as Allin noticed, recent versions of gretl place the graph in dotdir, regardless of octave version used.
Anyway, a multiplot facility would be very useful. I would use it to produce IRFs with confidence intervals, as in Sven's original case for providing multiplot capaiblity.
Thank you all,
Andreas Zervas