I've installed the PreCalculation Server and is working fine.
The only issue is that in Production when is executing a scheduled setting the system requests an authentication just like what is required to connect through Bex Analyzer.
In Development when the scheduled setting executes it runs properly without requesting the user to log in.
Does anyone know what configuration might be different between systems? is likely to be something related to Basis authentication configuration, because Precalculation servers are configured the same way and using the same user with identical authorizations.