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I am trying to create a box plot. I have annual data on 17 countries, 1871-2018. When I tried the box plot option in the pull down menu it gave me a graph with the median, upper and lower quartiles (etc.) for each individual country over time. I instead want the median, quartiles etc across countries at each time period.

Do I need to set this up as a panel data set?

Yes, then do a categorical graph with @obsid as the within factor.