SAP Message 5K719 - &4 - Province of Employment "ZZ" cannot be converted

Diagnosis
The IT0224 record to be converted for this employee has the code 'ZZ'
recorded as the Province of Employment.
The Province of Employment 'ZZ' is not a valid Province or Territory
for taxation purposes.

System Response
A &V4& record cannot be created based on this IT0224 data.
The system will create other tax infotype records where possible.

Procedure
Employee's tax data must be reviewed on an individual basis for
correctness and completeness. Either the IT0224 record can be changed
to a valid Province and re-converted, or a &V4& can be manually created.