Change the index to dates when running time-series models

Question

I need to run a time-series model using StatsModels, and it requires my indices to be dates. However, currently my dates are all in string form. Is there any quick way for me to convert the dates to the format satisfied by statsmodel timeseries models?

My date string is currently like the following:

score 1 · Answer 1 · answered Jan 23 '17 at 03:22

1

I've found a way to solve it by using the following code:

    df.index = pd.to_datetime(df.index, format='%m/%d/%Y', errors='ignore')

After this, i'm able to run the time-series modules under StatsModels.

answered Jan 23 '17 at 03:22

CobbDG

19
3

score 0 · Answer 2 · answered Jan 23 '17 at 02:46

You can use the datetime module to convert those dates:

Code:

import datetime as dt

def make_date(date_string):
    m, d, y = tuple(int(x) for x in my_date.split('/'))
    return dt.date(year=y, month=m, day=d)

for my_date in my_dates:
    print(make_date(my_date))

Test Data:

my_dates = """
    1/8/2015
    1/15/2015
    1/22/2015
    1/29/2015
    2/5/2015
""".split('\n')[1:-1]

Change the index to dates when running time-series models

2 Answers2