ENH: Don't infer WOM-5MON if we don't support it (pandas-dev#9425)

doc/source/whatsnew/v0.17.0.txt

@@ -89,3 +89,4 @@ Bug Fixes
 - Bug in GroupBy.get_group raises ValueError when group key contains NaT (:issue:`6992`)
 
 
+- Bug where infer_freq infers timerule (WOM-5XXX) unsupported by to_offset (:issue:`9425`)

pandas/tseries/frequencies.py

@@ -935,7 +935,9 @@ def _get_wom_rule(self):
             return None
 
         week_of_months = unique((self.index.day - 1) // 7)
-        if len(week_of_months) > 1:
+        # Only attempt to infer up to WOM-4. See #9425
+        week_of_months = week_of_months[week_of_months < 4]
+        if len(week_of_months) == 0 or len(week_of_months) > 1:
             return None
 
         # get which week

pandas/tseries/tests/test_frequencies.py

@@ -212,6 +212,16 @@ def test_week_of_month(self):
             for i in range(1, 5):
                 self._check_generated_range('1/1/2000', 'WOM-%d%s' % (i, day))
 
+    def test_fifth_week_of_month(self):
+        # Only supports freq up to WOM-4. See #9425
+        func = lambda: date_range('2014-01-01', freq='WOM-5MON')
+        self.assertRaises(ValueError, func)
+
+    def test_fifth_week_of_month_infer(self):
+        # Only attempts to infer up to WOM-4. See #9425
+        index = DatetimeIndex(["2014-03-31", "2014-06-30", "2015-03-30"])
+        assert frequencies.infer_freq(index) is None
+
     def test_week_of_month_fake(self):
         #All of these dates are on same day of week and are 4 or 5 weeks apart
         index = DatetimeIndex(["2013-08-27","2013-10-01","2013-10-29","2013-11-26"])