\documentclass{article}
% translate with >> pdflatex -shell-escape <file>

% This file is an extract of the PGFPLOTS manual, copyright by Christian Feuersaenger.
% 
% Feel free to use it as long as you cite the pgfplots manual properly.
%
% See
%   http://pgfplots.sourceforge.net/pgfplots.pdf
% for the complete manual.
%
% Any required input files (for <plot table> or <plot file> or the table package) can be downloaded
% at
% http://www.ctan.org/tex-archive/graphics/pgf/contrib/pgfplots/doc/latex/
% and
% http://www.ctan.org/tex-archive/graphics/pgf/contrib/pgfplots/doc/latex/plotdata/

\usepackage{pgfplots}
\pgfplotsset{compat=newest}

\pagestyle{empty}

\usepgfplotslibrary{groupplot}
\usepgfplotslibrary{groupplots}

\begin{document}
\begin{tikzpicture}
  \begin{groupplot}[group style={group size=3 by 1},xmin=0,ymin=0,height=4cm,width=5cm,no markers]
    \nextgroupplot
    \addplot[very thick] file {plotdata/group-1.dat};
    \draw[red,dashed,thick] (axis cs:0,0) rectangle (axis cs:5,30);
    \nextgroupplot[xmax=5,ymax=30]
    \addplot[very thick] file {plotdata/group-1.dat};
    \draw[red,dashed,thick] (axis cs:3,10) rectangle (axis cs:5,25);
    \nextgroupplot[xmin=3,xmax=5,ymin=10,ymax=25]
    \addplot[very thick] file {plotdata/group-1.dat};
  \end{groupplot}
  \draw[thick,blue,->,shorten >=2pt,shorten <=2pt] 
  		(group c1r1.east) -- (group c2r1.west);
  \draw[thick,blue,->,shorten >=2pt,shorten <=2pt] 
  		(group c2r1.east) -- (group c3r1.west);
\end{tikzpicture}
\end{document}
