Stack [lambda-pipeline-stack] does not exist

I am following the AWS guide for "Building a Continuous Delivery Pipeline for a Lambda Application with AWS CodePipeline". https://docs.aws.amazon.com/lambda/latest/dg/build-pipeline.html

The build runs, but fails at the deploy stage for "execute-changeset" with the error:

Action execution failed
Stack [lambda-pipeline-stack] does not exist (Service: AmazonCloudFormation; Status Code: 400; Error Code: ValidationError; Request ID: a5766c11-a419-11e9-a3e0-917718335739)

I have followed the guide to the letter, am I missing something or is this an error with the documentation.

Any help would be appreciated.

Thanks