python - Converting PeriodIndex to DateTimeIndex? -

i have question regarding converting tseries.period.periodindex datetime.

i have dataframe looks this:

               colors      country time_month   2010-09         xxx        xxx 2010-10         xxx        xxx 2010-11         xxx        xxx ... 

time_month index.

type(df.index) 

returns

class 'pandas.tseries.period.periodindex' 

when try use df var analysis (http://statsmodels.sourceforge.net/devel/vector_ar.html#vector-autoregressions-tsa-vector-ar),

var(mdata) 

returns:

given pandas object , index not contain dates 

so apparently, period not recognized datetime. now, question how convert index (time_month) datetime var analysis can work with?

df.index = pandas.datetimeindex(df.index) 

returns

cannot convert int64index->datetimeindex 

thank help!

you can use to_timestamp method of periodindex this:

in [25]: pidx = pd.period_range('2012-01-01', periods=10)  in [26]: pidx out[26]: <class 'pandas.tseries.period.periodindex'> [2012-01-01, ..., 2012-01-10] length: 10, freq: d  in [27]: pidx.to_timestamp() out[27]: <class 'pandas.tseries.index.datetimeindex'> [2012-01-01, ..., 2012-01-10] length: 10, freq: d, timezone: none 

in older versions of pandas method to_datetime