Have you checked if you currently have a budget setup in your Financial module ?
Cards >> Financial >> Budgets
In the Budget Selection form you should she a bunch of Budget ID's which could either have been created by uploading from an Excel workbook or generated directly in GP (look for the XL icon on the left side)... Every Budget you create needs to be defined for a fiscal year... If this is OK, then you have to validate if the budget you're looking for has been properly assigned in the POE commitment (refer to my previous post).
In GP, click on the upper right corner on the ? mark sign and select 'Index'.. In the GP Help window, click on 'Content' in the left pane and goto to 'General Ledger'. Expand and click on 'Budgets in General Ledger'.
All the details about setting up Budget is detailed there.