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Showing content from https://github.com/pandas-dev/pandas/issues/4511 below:

ENH: Support for "52–53-week fiscal year"

See: http://en.wikipedia.org/wiki/4%E2%80%934%E2%80%935_calendar about the referenced calendars.

Certain companies, for example Green Mountain Coffee Roasters, Inc. (GMCR) use this calendar. See for example: http://files.shareholder.com/downloads/GMCR/1456137416x0x436353/9E2D04D9-79DE-4C08-A7C6-7B161E23E586/gmcr_2010_annual_report_lo.pdf
where it states:

"The Company’s fiscal year ends on the last Saturday in September."

Here is some more information on this calendar: http://www.nrf.com/modules.php?name=Pages&sp_id=391
Walmart releases its sales numbers on this calendar: http://stock.walmart.com/financial-reporting/comparable-store-sales


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