I have this code in Excel 2007 however when I send it to my colleague who is using 2003, he gets
Run-time error'438":
Object doesn't support this property or method
everytime he runs the macro.

Here is the code, can you please advise what is wrong and is there anyway to fix it to have it work on 2003?

Sorry this is clumsy 

Sub FilterData()
 Rows("6:347").Select
 Selection.Borders(xlDiagonalDown).LineStyle = xlNone
 Selection.Borders(xlDiagonalUp).LineStyle = xlNone
 Selection.Borders(xlEdgeLeft).LineStyle = xlNone
 Selection.Borders(xlEdgeTop).LineStyle = xlNone
 Selection.Borders(xlEdgeBottom).LineStyle = xlNone
 Selection.Borders(xlEdgeRight).LineStyle = xlNone
 Selection.Borders(xlInsideVertical).LineStyle = xlNone
 Selection.Borders(xlInsideHorizontal).LineStyle = xlNone
Range("X:AV").Select
Selection.EntireColumn.Hidden = True
 Dim rng As Range, rngCriteria As Range
 
 Set rng = Worksheets("2. Key Cities - Fixed Rates (2)").Range("A5:T280")
 Set rngCriteria = Worksheets("Dashboard").Range("E2:G3")
 
 Application.ScreenUpdating = False
 ' clear the paste range to receive the filtered data
 Worksheets("Dashboard").Range("B6").CurrentRegion.ClearContents
 
 ' run Advanced Filter
 
 rng.AdvancedFilter xlFilterCopy, rngCriteria, Worksheets("Dashboard").Range("B6"), False
 
 Application.ScreenUpdating = True
 
 Set rng = Nothing
 
 Set rngCriteria = Nothing
 
 Range("X:AV").Select
Selection.EntireColumn.Hidden = True
     Columns("J:J").Select
 Selection.Insert Shift:=xlToRight
 Range("J6").Select
 ActiveCell.FormulaR1C1 = "YoY Variance"
 With ActiveCell.Characters(Start:=1, Length:=12).Font
     .Name = "Calibri"
     .FontStyle = "Bold"
     .Size = 10
     .Strikethrough = False
     .Superscript = False
     .Subscript = False
     .OutlineFont = False
     .Shadow = False
     .Underline = xlUnderlineStyleNone
     .ThemeColor = xlThemeColorDark1
     .TintAndShade = 0
     .ThemeFont = xlThemeFontNone
 End With
 
 Columns("K:K").Select
 Selection.Insert Shift:=xlToRight
 Range("K6").Select
 ActiveCell.FormulaR1C1 = "Lead In Rate vs. Low Benchmark Rate"
 With ActiveCell.Characters(Start:=1, Length:=35).Font
     .Name = "Calibri"
     .FontStyle = "Bold"
     .Size = 10
     .Strikethrough = False
     .Superscript = False
     .Subscript = False
     .OutlineFont = False
     .Shadow = False
     .Underline = xlUnderlineStyleNone
     .ThemeColor = xlThemeColorDark1
     .TintAndShade = 0
     .ThemeFont = xlThemeFontNone
 End With
Application.ScreenUpdating = False
Sheets("Dashboard").Select
Dim LastRow As Long
LastRow = Cells.Find(What:="*", _
SearchDirection:=xlPrevious, _
SearchOrder:=xlByRows).Row
Range("J7:J" & LastRow).FormulaR1C1 = "=IF(RC[-2]="""","""",IF(ISERROR(RC[-2]-RC[-3]),""n/a"",RC[-2]-RC[-3]))"
Application.CutCopyMode = False
Application.ScreenUpdating = True
Application.ScreenUpdating = False
Sheets("Dashboard").Select
LastRow = Cells.Find(What:="*", _
 SearchDirection:=xlPrevious, _
 SearchOrder:=xlByRows).Row
 Range("K7:K" & LastRow).FormulaR1C1 = "=IF(RC[-2]="""","""",IF(ISERROR(RC[-3]-RC[-2]),""n/a"",RC[-3]-RC[-2]))"
 Application.CutCopyMode = False
 
 Application.ScreenUpdating = True
 
 Range("A1").Select
 End Sub