Looks like you need to create the explain tables. You can run the DDL (db2 -tvf EXPLAIN.DDL) located in the following locations:
- UNIX/LINUX- $HOME/sqllib/misc/EXPLAIN.DDL
- Windows - \Program Files\IBM\SQLLIB\MISC\EXPLAIN.DDL
Or you can use the the Visual Explain in the Control Center, and it will create the tables for you the first time you use it.
Be sure to use the same userid to create the explain tables as you will use to execute db2advis (each user must have their own explain tables).