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I'm not sure whether this is something that should be fixed/changed or not, but right now infer_freq takes the first value in a DatetimeIndex and uses that to impose end of period assumptions. E.g., if I have
dates = sm.tsa.datetools.dates_from_range('1959Q2', '2009Q3')
pandas.Index(dates).inferred_freq
I get 'Q-JUN' just because of where the series starts. Would it be better to just use the default 'Q' -> 'Q-DEC'?