No DG data record found for material &1, ModeTransCat &2, and country &3

What causes this issue?

There is no dangerous goods master record with a validity area that
contains country &V3& for material &V1& and mode-of-transport category
&V2&.

System Response

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

How to fix this error?

Create a dangerous goods master record with a validity area containing
country &V3& for material &V1& and mode-of-transport category &V2&.

Error message extract from SAP system. Copyright SAP SE.