What wires do you have, and what are the terminals on the new thermostat? Your new thermostat may be battery only. The wire color isn't always indicative of where it goes. What kind of system do you have? Brand and fuel type.

Is it heat pump or non-heat pump? Since wiring wasn't noted, you are going to have to look at the wiring at the furnace/air handler and correspond. If it's heat pump also, it gets a bit more complicated. Make sure the power is off to the furnace/air handler before you go looking around.