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Hi,
in panel data environment, is there a way to replace the crossid values (that appear above each of the graphs for the given cross-section) with an Alpha series in the dataset?
(i.e. instead of graphs labeled 1, 2, 3,... I would have "Germany", "Austria", "Netherlands",...)

Only by restructuring your workfile so that it is actually using that alpha series as the cross-section id series, I believe.

On the Workfile window, Proc>Structure/Resize current page, then enter the name of your alpha series in the cross-section ID series box.