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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'.

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