this function should normally be available. Make sure you're running the latest version of Power BI Desktop
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Check the version : File->Help->About,
i use Version: 2.66.5376.1681 64-bit (February 2019), it runs the function correctly.
As tested with the last version, GENERATESERIES function can work in calcuated columns/measures in Import mode, or measures in Direct Query mode.
It doesn't work in calcuated columns in Direct Query mode.
If this is your scenario, you could create measures instead of calcuated columns with GENERATESERIES function.
If you must create column, to workaround this, please go to "Edit queries", create an index column or a custom column.
Community Support Team _ Maggie Li
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