This article explains important steps to change the legend.

1. Select Graph Pac and Time Series to graph some data.
2. Add some variables and click View
3. Click on the Legend icon
   
   
   
   In this example, we have two variables and I want to remove the legend.
   
4. Click not the Text button, delete both entries, and click OK button
   
   
   
5. Click OK button to exit the Graph Properties form
6. Click the Save button and notice the check box Save Time Series Legend just below the Enter a Graph Title, this MUST be checked, and then click OK button to save