Hi Allin,
I changed the plotting-options as you can find it below, but still the lines are not drawn based on the selected colors. Even after omitting the options "set ylabel '' ; set xlabel 'Horizon' ; set key outside below center horizontal" nothing changes, and the default colorset still applies using one-week-old cvs on Windows 8.
<hansl>
set echo off
set messages off
open denmark.gdt --quiet
gnuplot LRM LRY --with-lines --time-series \
--output="C:\Users\artur.tarassow\Desktop\TEST.pdf" \
{ set terminal pdfcairo font 'Helvetica,15' lw 3 ; \
set style line 1 lc rgb 'black' ; \
set style line 2 lc rgb 'green' ; \
set style line 3 lc rgb 'red' ; \
set style line 4 lc rgb 'blue' ; \
set style line 5 lc rgb 'orange' ; \
set style line 6 lc rgb 'black' ; \
set ylabel '' ; set xlabel 'Horizon' ; \
set key outside below center horizontal ; }