For the past couple of weeks I have been building some financial reports from information stored within the cubes of Project Server 2007. The client has some pretty full on requirements around presenting the information, so I chose to implement the reports using Microsoft Excel which I can apply a bit of logic and formatting to instead of the out of the box PS2007 data analysis views. One problem I ran into was that the Fiscal Time dimension in the cubes was showing as ‘Not Set’ when trying to set it as a filter.