Oracle SQL: Use sequence in insert with Select Statement

I tested and the script run ok!

INSERT INTO HISTORICAL_CAR_STATS (HISTORICAL_CAR_STATS_ID, YEAR,MONTH,MAKE,MODEL,REGION,AVG_MSRP,COUNT) 
WITH DATA AS
(
    SELECT '2010' YEAR,'12' MONTH ,'ALL' MAKE,'ALL' MODEL,REGION,sum(AVG_MSRP*COUNT)/sum(COUNT) AVG_MSRP,sum(Count) COUNT
    FROM HISTORICAL_CAR_STATS
    WHERE YEAR = '2010' AND MONTH = '12'
    AND MAKE != 'ALL' GROUP BY REGION
)
SELECT MY_SEQ.NEXTVAL, YEAR,MONTH,MAKE,MODEL,REGION,AVG_MSRP,COUNT
FROM DATA;

you can read this article to understand more! http://www.orafaq.com/wiki/ORA-02287

Assuming that you want to group the data before you generate the key with the sequence, it sounds like you want something like

INSERT INTO HISTORICAL_CAR_STATS (
    HISTORICAL_CAR_STATS_ID, 
    YEAR,
    MONTH, 
    MAKE,
    MODEL,
    REGION,
    AVG_MSRP,
    CNT) 
SELECT MY_SEQ.nextval,
       year,
       month,
       make,
       model,
       region,
       avg_msrp,
       cnt
  FROM (SELECT '2010' year,
               '12' month,
               'ALL' make,
               'ALL' model,
               REGION,
               sum(AVG_MSRP*COUNT)/sum(COUNT) avg_msrp,
               sum(cnt) cnt
          FROM HISTORICAL_CAR_STATS
         WHERE YEAR = '2010' 
           AND MONTH = '12'
           AND MAKE != 'ALL' 
         GROUP BY REGION)