The context externalizer is null, CHA might not be correctly started

I have a Dynamic Web Project contains my JAS-WS Web Services. I run the EAR Project on a Websphere Application Server v8.5.

When I run a test with the Web Services Explorer on one of the Web Services I get the following Exception:

 java.io.IOException: The context externalizer is null, CHA might not be correctly started

Anyone can tell what might cause this exception? I don't think is has something with the WS implementation, and that's why I didn't brought it here.