Describe the bug
To Reproduce
y = load_airline()
y = y[:48]
fh=np.arange(1, 13)
y_train, y_test = temporal_train_test_split(y, test_size=len(fh))
plot_series(y_train, y_test, labels=["y_train", "y_test"]);
print(y.shape, y_train.shape[0], y_test.shape[0])
print(y.index)
(48,) 36 12
PeriodIndex(['1949-01', '1949-02', '1949-03', '1949-04', '1949-05', '1949-06',
'1949-07', '1949-08', '1949-09', '1949-10', '1949-11', '1949-12',
'1950-01', '1950-02', '1950-03', '1950-04', '1950-05', '1950-06',
'1950-07', '1950-08', '1950-09', '1950-10', '1950-11', '1950-12',
'1951-01', '1951-02', '1951-03', '1951-04', '1951-05', '1951-06',
'1951-07', '1951-08', '1951-09', '1951-10', '1951-11', '1951-12',
'1952-01', '1952-02', '1952-03', '1952-04', '1952-05', '1952-06',
'1952-07', '1952-08', '1952-09', '1952-10', '1952-11', '1952-12'],
dtype='period[M]', name='Period', freq='M')
Expected behavior
The X-axis should go till end of 1952. The X-axis on the plot does not reflect the indices correctly. It should go till 1952, but shows values only till 1949

Versions
System:
python: 3.6.12 |Anaconda, Inc.| (default, Sep 9 2020, 00:29:25) [MSC v.1916 64 bit (AMD64)]
executable: C:\Users\xxxx\AppData\Local\Continuum\anaconda3envs\sktime\python.exe
machine: Windows-10-10.0.18362-SP0
Python dependencies:
pip: 20.3
setuptools: 49.6.0
sklearn: 0.23.2
numpy: 1.19.2
scipy: 1.5.2
Cython: 0.29.17
pandas: 1.1.3
matplotlib: 3.3.2
joblib: 0.17.0
numba: None
pmdarima: 1.7.1
tsfresh: None
Thanks for raising the issue @ngupta23 - looks like internally something goes wrong when merging the indices from y_train and y_test.
I can try to fix this!
@gracewgao that would be awesome! I noticed that integer indices also seem a bit off. Let me know if you need any help.
I have a similar issue appearing in 0.5.2.
Python 3.8
Mac OS
import sktime
sktime.__version__
# returns '0.5.2'

thanks @wolfiex for posting it here
If you're interested in looking into this, I'd appreciate a PR!
@mloning I just checked the files, and apart from two lines of whitespace (likely my editor), the two files are identical! It seems that something is going wrong when importing the function from the conda install. This does not appear to be the case with a local import of the file or an inline paste of the code.
The first is imported as from sktime.utils.plotting import plot_series whereas the second (plot_series_local) is a local copy of the plotting.py file within the utils folder which has been placed within my project folder. The third (plot_series_github) is an inline paste of the same fine). All files are identical per verbatim.

@wolfiex very strange, so only the conda version is broken?