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I found out the reason why it does not allow me to use the merge function. The 2 fields i am joinning are different data type, one is str and another one is int. Although the fields that are joining together are the same data type, somehow Alteryx will not accept it and all the fields need to be the same data type.
So, since one of the field is STR, so I converted the "YEARWEEK" into STR as well. Now Alteryx has no issue at running the script.