Fiscal periods are not available to select from the filter drop-down after the New York upgrade. It impacts any table and reports based on those tables.
The Fiscal Period options are only available in the filter on the [incident] table.
Fiscal periods are not available because there is no mapping between the package and the business calendars. For more details regarding the Business Calendars. Ref.: https://docs.servicenow.com/csh?topicname=business-calendars.html&version=latest
If you want to have Fiscal Periods available as an option in the filter, you need to add the pairing for the package you want to use. Follow the below steps to find the package of a table: