WARNING: Changing the statistics currency causes data inconsistency

What causes this issue?

Changing the statistics currency can lead to data inconsistencies in
the info structures that are updated in the statistics currency.

How to fix this error?

During the changeover to the EURO, the statistics currency of the sales
organization is automatically converted, therefore you do not have to
make any manual adjustments. The info structures are converted at the
same time.
If the statistics currency is to be converted for any other reason, it
may be necessary to set up the statistical data of the affected info
structure. You do not need to set up the statistical data if you
establish that the statistics currency is NOT updated in the same info
structure records, due to the definition of the info structure and/or
the update rules.

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

Error message extract from SAP system. Copyright SAP SE.