I was having the same problem and found from the help files I needed 
to make sure my dates were coming in as dates, so there's a 
parseFunction I needed to add, like this:

<mx:horizontalAxis>
                <mx:DateTimeAxis labelUnits="months" dataUnits="days" 
displayLocalTime="true" parseFunction="myParseFunction" />
</mx:horizontalAxis>

//function
public function myParseFunction(s:String):Date { 
// Get an array of Strings from the comma-separated String passed in.
var a:Array = s.split(",");
// Create the new Date object.
var newDate:Date = new Date(a[0],a[1],a[2]);
return newDate;
}

Hope it helps

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