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我已经使用熊猫在python中创建了一个数据框。使用的索引是一系列类型为int64
的时间戳。但是,对于时间序列分析,索引需要是类型日期。有人可以帮我做转换吗?如何将int index转换为熊猫数据框中的日期索引?
>>> import pandas as pd
>>> import time
>>> import statsmodels.api as sm
>>> df = pd.DataFrame(columns=['TCA', 'TCB', 'TCC'])
>>> df.loc[int(time.time() * 1000)] = [1, 2, 3]
>>> df.index
Int64Index([1453299087814], dtype='int64')
>>> arma_mod21 = sm.tsa.ARMA(df['TCA'], (2, 1)).fit()
Traceback (most recent call last):
File "<stdin>", line 1, in <module>
File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/statsmodels-0.6.1-py2.7-macosx-10.6-intel.egg/statsmodels/tsa/arima_model.py", line 445, in __init__
super(ARMA, self).__init__(endog, exog, dates, freq, missing=missing)
File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/statsmodels-0.6.1-py2.7-macosx-10.6-intel.egg/statsmodels/tsa/base/tsa_model.py", line 42, in __init__
self._init_dates(dates, freq)
File "/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/statsmodels-0.6.1-py2.7-macosx-10.6-intel.egg/statsmodels/tsa/base/tsa_model.py", line 51, in _init_dates
raise ValueError("Given a pandas object and the index does "
ValueError: Given a pandas object and the index does not contain dates
[转换时间戳datetime.datetime在pandas.Series](可能的复制http://stackoverflow.com/questions/22554339 /转换时间戳到日期时间,日期时间,在-熊猫系列) – sobek