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Showing content from https://github.com/pandas-dev/pandas/issues/4342 below:

Series with MultiIndex with PeriodIndex can't do unstack() · Issue #4342 · pandas-dev/pandas · GitHub

Here is the code:

import pandas as pd

idx1 = pd.PeriodIndex(["2013-01", "2013-01", "2013-02", "2013-02"], freq="M")
idx2 = ["a","b","a","b"]
value = [1,2,3,4]

idx = pd.MultiIndex.from_arrays([idx1, idx2])
s = pd.Series(value, index=idx)

s.unstack()

It will raise following exception:

anaconda/lib/python2.7/site-packages/pandas-0.12.0.dev_424e187-py2.7-linux-x86_64.egg/pandas/tseries/period.pyc in _from_arraylike(cls, data, freq, tz)
    649 
    650                 if freq is None:
--> 651                     raise ValueError(('freq not specified and cannot be '
    652                                       'inferred from first element'))
    653 

ValueError: freq not specified and cannot be inferred from first element

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