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Noticed these. This one's minor. set_index seems to drop frequency information for DatetimeIndex. I'm not sure what other metadata is ignored.
import statsmodels.api as sm
import pandas as pd
index = pd.PeriodIndex(start='1959Q1', end='2009Q3')
dta = sm.datasets.macrodata.load_pandas().data
assert dta.set_index(index.to_timestamp()).index.freq == index.to_timestamp().freq
This one is less minor. set_index and reindex are broken for a PeriodIndex. Treats it as regular integer index I guess. Not sure if it ever worked, though I don't recall running into this before.
Yeah, that's what I have in all the statsmodels examples, though I thought the setting of the attribute was a no-no (don't recall why though). Just trying to disseminate best practices.
Noticed these. This one's minor.
set_index
seems to drop frequency information for DatetimeIndex. I'm not sure what other metadata is ignored.This one is less minor.
set_index
andreindex
are broken for a PeriodIndex. Treats it as regular integer index I guess. Not sure if it ever worked, though I don't recall running into this before.The text was updated successfully, but these errors were encountered: