This is because the Entity, Fiscal Time Periods for the Data Warehouse Entity have not been activated or have been deactivated.
- Go to Administration, Finance: Setup, Entity
- Open the Entity that is associated with the Data Warehouse
- Click on 'Fiscal Time Periods' tab
- Create and/or Activate the Monthly time periods that cover the range of the fiscal DWH time slices set in the Time Slices page
- Run an instance of the Time Slicing job
Alternatively, the range that the Fiscal Time Slices cover can be updated to include only the Fiscal Periods that remain active.