Panda: Set Index

df = pd.DataFrame({'month': [1, 4, 7, 10],
                   'year': [2012, 2014, 2013, 2014],
                   'sale':[55, 40, 84, 31]})

   month  sale  year
0  1      55    2012
1  4      40    2014
2  7      84    2013
3  10     31    2014

Set the index to become the ‘month’ column:

df.set_index('month')

    sale  year
month
1      55    2012
4      40    2014
7      84    2013
10     31    2014

Create a multi-index using columns ‘year’ and ‘month’:

ddf.set_index(['year', 'month'])

            sale
year  month
2012  1     55
2014  4     40
2013  7     84
2014  10    31