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This is because, at this moment, series cannot hold datetimes with timezone information in a proper numpy dtype. Therefore the object dtype is used and the values are stored as pd.Timestamp objects (which can hold timezones).
But this is being worked on (#10477), and the ability to store timezones info in series will be in pandas 0.17
gives
datetime64[ns]
datetime64[ns]
datetime64[ns]
object
While one would expect that the last two lines are identical.
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