plot3() ?

[Jeppe Sigbrandt]

Hiya,

Is it possible to do what plot3() does in Matlab ? 

e.g. Lorenz demo where a line is drawn in phase space by joining
up the points represented by  a sequence of xyz co-ordinates. 

I've spent  many hours trying to obtain this simple 
behaviour from Gnuplot but the answer has not yet dawned on me.
And nobody seems to have asked this question in the last 2 years.
(so it must be easy :)

Thanks,
jay