This continuation of my previous question. I try to fit ARIMA model from sktime package but I had a problem. With help of the answerer, I set period index, but still, errors occur.
import numpy as np, pandas as pd
df = pd.read_csv('https://raw.githubusercontent.com/selva86/datasets/master/a10.csv',
parse_dates=['date'])
df.index = pd.PeriodIndex(df.index, freq="M") #ERROR is here
df = df.T.iloc[0]
The error message is the following
DateParseError: day is out of range for month
Maybe some days are skipped in the dataset, or there is another reason.
Pandas version is '1.2.2'.