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The function of each wire will vary depending on how the original contractor hooked them up to the original thermostat. Typically red will go to RC (with a jumper to RH), white will go to W, yellow will go to Y, and green will go to G. Since you don't have a green, most likely either the brown or blue goes to G.
Do you happen to know which wires went to which terminals on the old thermostat? Was there a wire connected to a C terminal on the old thermostat?
Okay, we need to be careful then. The C terminal is the 24v common terminal. If you connect the wire that was connected to C on the old stat to any of the terminals on the new stat you will blow a low voltage fuse (if equipped) or a transformer.
What we need to do is verify the wire designations at the indoor unit. Can you access the unit? Also, do you have gas or electric heat?