Details

This message is generated when the indicated argument from ComposeSeries is not a valid series expansion.
A series expansion is an expression with a head of SeriesData.
Off[message] switches off the message; On[message] switches it on. For example: Off[SeriesData::csa].

Examples

An error occurs because the second argument is not a series expansion:

Wolfram Language code: ComposeSeries[Series[Cos[x], {x, 0, 3}], x ^ 2]

This shows valid arguments in ComposeSeries:

Wolfram Language code: ComposeSeries[Series[Cos[x], {x, 0, 3}], Series[x ^ 2, {x, 0, 2}]]

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