Converting PeriodIndex to DateTimeIndex?
I have a question regarding converting a tseries.period.PeriodIndex into a datetime. I have a DataFrame which looks like this: colors country time_month 2010-09 xxx xxx 2010-10 xxx xxx 2010-11 xxx xxx ... time_month is the index. type(df.index) returns class 'pandas.tseries.period.PeriodIndex' When I try to use the df for a VAR analysis ( http://statsmodels.sourceforge.net/devel/vector_ar.html#vector-autoregressions-tsa-vector-ar ), VAR(mdata) returns: Given a pandas object and the index does not contain dates So apparently, Period is not recognized as a datetime. Now, my question is how to