I just went through the process of moving a space from one Confluence instance to another.

Steps:
1. Export space from old instance
2. Import space to new instance
3. Export the Calendar associated with the space in the old instance
4. Import the Calendar to the new instance, and associate it with the space

I then noticed that all usages of the calendar in the pages of the space were broken - it seems that this is because they rely on the calendar id, and this gets changed during the export/import process. This means I now have to identify all uses of the calendar macro, and update them.

My suggestion is to include the calendar information in the Space export for any linked calendars, meaning that they get restored with the same id in the new instance after being imported. Failing that, another workaround would be to manually set the id for the calendar after importing to the new instance.