"Yo voy a vivir en otro país."
Translation:I'm going to live in another country.
That is way too much paraphrasing of the English. Just translate the Spanish. :-)
You would usually have an article in front of the adjective. I am moving to a nice country, for example. However, the 'an' and the 'other' have merged over time to become 'another'. If you were to use the definite article it would be 'the other country'. And if you were counting it would be 'one other country'.
Answer beliw is good but i suspect it is tbe Spanish lack of "an" equivalent that threw you and you tried to translate the Spanish word by word, taking otro to mean other. Well it does in context but crucially it also means "another" so a direct translation would in fact be "another country". Plus, "in other country" is extremely poor English!