How do I fix Executing Script:07.04.00.SqlDataProvider Error!'

{"progress":25,"details":"ERROR occured - System.Data.SqlClient.SqlException (0x80131904): User does not have permission to alter database \u0027mydnndb\u0027, the database does not exist, or the database is not in a state that allows access checks.\r\nALTER DATABASE statement failed.\r\n at System.Data.SqlClient.SqlConnection. (SqlException exception, Boolean breakConnection, Action`1 wrapCloseInAction)\r\n at System.Data.SqlClient.SqlInternalConnection. (SqlException exception, Boolean breakConnection, Action`1 wrapCloseInAction)\r\n at System.Data.SqlClient.TdsParser.ThrowExceptionAndWarning(TdsParserStateObject stateObj, Boolean callerHasConnectionLock, Boolean asyncClose)\r\n at System.Data.SqlClient.TdsParser.TryRun(RunBehavior runBehavior, SqlCommand cmdHandler, SqlDataReader dataStream, BulkCopySimpleResultSet bulkCopyHandler, TdsParserStateObject stateObj, Boolean\u0026 dataReady)\r\n at System.Data.SqlClient.SqlCommand.RunExecuteNonQueryTds(String methodName, Boolean async, Int32 timeout, Boolean asyncWrite)\r\n at System.Data.SqlClient.SqlCommand.InternalExecuteNonQuery(TaskCompletionSource`1 completion, String methodName, Boolean sendToPipe, Int32 timeout, Boolean\u0026 usedCache, Boolean asyncWrite, Boolean inRetry)\r\n at System.Data.SqlClient.SqlCommand.ExecuteNonQuery()\r\n at DotNetNuke.Data.SqlDataProvider.ExecuteScriptInternal(String connectionString, String script)\r\nClientConnectionId:REDACTED\r\nError Number:5011,State:9,Class:14\r\n\r\n/************************************************************/\r\n/***** SqlDataProvider *****/\r\n/***** *****/\r\n/***** *****/\r\n/***** Note: To manually execute this script you must *****/\r\n/***** perform a search and replace operation *****/\r\n/***** for dbo. and *****/\r\n/***** *****/\r\n/*********************************************