• [x] I have checked that this issue has not already been reported.

  • [x] I have confirmed this bug exists on the latest version of pandas.

  • [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

Code Sample, a copy-pastable example

pd.DataFrame({"a": [1, None, 2]}, index=pd.to_datetime([1,2,3], unit="d")).convert_dtypes().interpolate(method="time")

Traceback (most recent call last):
  File "C:\venv\lib\site-packages\IPython\core\interactiveshell.py", line 3437, in run_code
    exec(code_obj, self.user_global_ns, self.user_ns)
  File "<ipython-input-7-4eba02001155>", line 1, in <module>
    pd.DataFrame({"a": [1, None, 2]}, index=pd.to_datetime([1,2,3], unit="d")).convert_dtypes().interpolate(method="time")
  File "C:\venv\lib\site-packages\pandas\core\generic.py", line 7222, in interpolate
    new_data = obj._mgr.interpolate(
  File "C:\venv\lib\site-packages\pandas\core\internals\managers.py", line 593, in interpolate
    return self.apply("interpolate", **kwargs)
  File "C:\venv\lib\site-packages\pandas\core\internals\managers.py", line 427, in apply
    applied = getattr(b, f)(**kwargs)
  File "C:\venv\lib\site-packages\pandas\core\internals\blocks.py", line 1931, in interpolate
    values=values.fillna(value=fill_value, method=method, limit=limit),
  File "C:\venv\lib\site-packages\pandas\core\arrays\base.py", line 655, in fillna
    value, method = validate_fillna_kwargs(value, method)
  File "C:\venv\lib\site-packages\pandas\util\_validators.py", line 367, in validate_fillna_kwargs
    method = clean_fill_method(method)
  File "C:\venv\lib\site-packages\pandas\core\missing.py", line 82, in clean_fill_method
    raise ValueError(f"Invalid fill method. Expecting {expecting}. Got {method}")

ValueError: Invalid fill method. Expecting pad (ffill) or backfill (bfill). Got time

Problem description

Without the convert_dtypes() this works without any problems.

Expected Output

              a
1970-01-02  1.0
1970-01-03  1.5
1970-01-04  2.0

Output of pd.show_versions()

INSTALLED VERSIONS ------------------ commit : f2c8480af2f25efdbd803218b9d87980f416563e python : 3.8.7.final.0 python-bits : 64 OS : Windows OS-release : 10 Version : 10.0.18362 machine : AMD64 processor : Intel64 Family 6 Model 142 Stepping 12, GenuineIntel byteorder : little LC_ALL : None LANG : None LOCALE : English pandas : 1.2.3 numpy : 1.19.5 pytz : 2021.1 dateutil : 2.8.1 pip : 21.0.1 setuptools : 49.2.1 Cython : None pytest : 6.2.2 hypothesis : None sphinx : None blosc : None feather : None xlsxwriter : None lxml.etree : None html5lib : None pymysql : None psycopg2 : None jinja2 : 2.11.3 IPython : 7.21.0 pandas_datareader: None bs4 : None bottleneck : None fsspec : None fastparquet : None gcsfs : None matplotlib : None numexpr : None odfpy : None openpyxl : None pandas_gbq : None pyarrow : 3.0.0 pyxlsb : None s3fs : None scipy : 1.6.1 sqlalchemy : None tables : None tabulate : None xarray : None xlrd : None xlwt : None numba : None

Comment From: janlugt

Ran into this today on pandas 1.4.1, so the bug still exists. My assumption would be that Float64 with pd.NA's works the same as a float64 with np.nan's, but I guess Float64 is still experimental, and that assumption is not always true.

Comment From: ba05

Ran in to this issue with pandas 1.4.2 when plotting with matplotlib. Had to cast the Series with .astype('float'). Original values were Float64 with some NaNs mixed in.

Comment From: chukarsten

We also ran into this multiple times today!

Comment From: tamargrey

Still running into this in pandas 1.5.3 with both Int64 and boolean dtypes - ValueError: Invalid fill method. Expecting pad (ffill) or backfill (bfill). Got linear

Comment From: lrodriguezesc

Having this issue too, any news?

Comment From: hadif1999

I had the same issue when using method = "linear" . solved when I changed the dtypes to "float64" (not "Float64", in this case returned error). anyway it's a ridiculous bug.

Comment From: lithomas1

@jbrockmendel Looks like we're almost there with your PR adding interpolate to ExtensionArray methods. I get this error now

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/Users/thomasli/pandas/pandas/core/generic.py", line 8115, in interpolate
    new_data = obj._mgr.interpolate(
  File "/Users/thomasli/pandas/pandas/core/internals/base.py", line 265, in interpolate
    return self.apply_with_block(
  File "/Users/thomasli/pandas/pandas/core/internals/managers.py", line 355, in apply
    applied = getattr(b, f)(**kwargs)
  File "/Users/thomasli/pandas/pandas/core/internals/blocks.py", line 1469, in interpolate
    new_values = self.array_values.interpolate(
TypeError: ExtensionArray.interpolate() missing 1 required keyword-only argument: 'fill_value'

Comment From: jbrockmendel

Definitely my fault. fill_value should be removed from the signature

Comment From: mgreshake

@jbrockmendel Seems that fill_value is still part of the signature in version 2.1.0

Comment From: jbrockmendel

A PR to fix it will be welcome.

Comment From: mdruiter

Can be closed as fixed, right?

Comment From: jbrockmendel

Works on main. Could use a test (or likely, check to see if one already exists)