\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}

\begin{document}
\begin{tikzpicture}
\begin{loglogaxis}[
	xlabel={Degrees of freedom},
	ylabel={$L_2$ Error}
]
\addplot coordinates {
	(5,8.312e-02)    (17,2.547e-02)   (49,7.407e-03)
	(129,2.102e-03)  (321,5.874e-04)  (769,1.623e-04)
	(1793,4.442e-05) (4097,1.207e-05) (9217,3.261e-06)
};

\addplot coordinates{
	(7,8.472e-02)    (31,3.044e-02)    (111,1.022e-02)
	(351,3.303e-03)  (1023,1.039e-03)  (2815,3.196e-04)
	(7423,9.658e-05) (18943,2.873e-05) (47103,8.437e-06)
};

\addplot coordinates{
	(9,7.881e-02)     (49,3.243e-02)    (209,1.232e-02)
	(769,4.454e-03)   (2561,1.551e-03)  (7937,5.236e-04)
	(23297,1.723e-04) (65537,5.545e-05) (178177,1.751e-05)
};

\addplot coordinates{
	(11,6.887e-02)    (71,3.177e-02)     (351,1.341e-02)
	(1471,5.334e-03)  (5503,2.027e-03)   (18943,7.415e-04)
	(61183,2.628e-04) (187903,9.063e-05) (553983,3.053e-05)
};

\addplot coordinates{
	(13,5.755e-02)     (97,2.925e-02)     (545,1.351e-02)
	(2561,5.842e-03)   (10625,2.397e-03)  (40193,9.414e-04)
	(141569,3.564e-04) (471041,1.308e-04) (1496065,4.670e-05)
};
\legend{$d=2$,$d=3$,$d=4$,$d=5$,$d=6$}
\end{loglogaxis}
\end{tikzpicture}
\end{document}
