\documentclass{standalone}
\usepackage[T1]{fontenc}
\usepackage[utf8]{inputenc}
\usepackage{pgf,tikz}
\usepackage{setspace}
\usepackage{pgfplots}
\usepgfplotslibrary{groupplots}

\pgfplotsset{compat=1.13}

\makeatletter
\newcommand*{\rom}[1]{\expandafter\@slowromancap\romannumeral #1@}
\makeatother

\def\axlim{7}
\begin{document}

  \begin{tikzpicture}[node distance=2cm]

\pgfplotstableread[col sep=comma]{/home/kjartan/tec/mr2007/matlab/pole-placement-exercise-step-plot-fall19.dta}\timeseriesdata

\begin{groupplot} [
    group style={
      group name=timeplot,
      group size=2 by 3,
      xlabels at=all,
      horizontal sep=2cm,
      vertical sep=2cm,
    }, 
    clip=false,
    height=4.3cm, width=9.3cm,
    axis line style={->},
    axis lines=left,
    xlabel={time },
    ylabel={$y$},
      grid=both,
      % xtick=\empty,
      % ytick=\XNOLL,
      % yticklabel=$x_0$,
      ]
% \nextgroupplot
% \addplot[const plot, no marks,ultra thick, ] table[y = 5] from \timeseriesdata ;
 \nextgroupplot
\addplot[const plot, no marks,ultra thick,] table[y = 3] from \timeseriesdata;
 \nextgroupplot
\addplot[const plot, no marks,ultra thick] table[y = 4] from \timeseriesdata ;
 \nextgroupplot
\addplot[const plot, no marks,ultra thick] table[y = 1] from \timeseriesdata ;
 \nextgroupplot
\addplot[const plot, no marks,ultra thick] table[y = 2] from \timeseriesdata ;
\end{groupplot}

\node[red!80!black!90] at ($ (timeplot c1r1.north) + (5mm, -5mm) $) {\huge \rom{1}};
\node[red!80!black!90] at ($ (timeplot c1r2.north) + (5mm, -5mm) $) {\huge \rom{2}};
\node[red!80!black!90] at ($ (timeplot c2r1.north) + (5mm, -5mm) $) {\huge \rom{3}};
\node[red!80!black!90] at ($ (timeplot c2r2.north) + (5mm, -5mm) $) {\huge \rom{4}};
%\node[red!80!black!90] at ($ (timeplot c1r3.north) + (5mm, -5mm) $) {\huge \rom{5}};

  \end{tikzpicture}
\end{document}
