text: Title: [BUG] MonthStart string is not being coerced to "M" 
  Body: **Describe the bug**
  
  Although the "ME" is being coerced to "M" since the merge from #6057, the "MS" (month start) string is not. This is causing some errors when using pandas 2.2.x.
  
  
  With pandas>=2.2, this is the error:
  
  ```
  --> [941](.venv/lib/python3.11/site-packages/sktime/forecasting/base/_fh.py:941) return x.to_period(freq)
  ValueError: <MonthBegin> is not supported as period frequency
  ```
  
  
  **To Reproduce**
  
  
  ```python
  from sktime.datasets import load_forecastingdata
  from sktime.forecasting.exp_smoothing import ExponentialSmoothing
  y, _ = load_forecastingdata("m1_monthly_dataset", return_type="pd_multiindex_hier")
  # Sort indexes for safety
  y = y.sort_index()
  
  
  # Forecast horizon
  fh = y.index.get_level_values(-1).unique()
  
  # Fit and predict
  model = ExponentialSmoothing(trend="add")
  model.fit(y)
  model.predict(fh=fh) # the error is raised here
  ```
  
  **Expected behavior**
  The forecast from Exponential Smoothing.
  
  
  **Versions**
  <details>
  System:
      python: 3.11.11 (main, Dec 26 2024, 12:31:23) [Clang 16.0.0 (clang-1600.0.26.6)]
  executable: [.venv/bin/python](.venv/bin/python)
     machine: macOS-15.1-arm64-arm-64bit
  
  Python dependencies:
            pip: 24.3.1
         sktime: 0.35.0
        sklearn: 1.5.2
         skbase: 0.12.0
          numpy: 1.26.4
          scipy: 1.14.1
         pandas: 2.2.3
     matplotlib: None
         joblib: 1.4.2
          numba: None
    statsmodels: 0.14.4
       pmdarima: None
  statsforecast: None
        tsfresh: None
        tslearn: None
          torch: None
     tensorflow: None
  
  </details>
  
  
  