# assignment copy df = df.set_index('month')  # or inplace df.set_index('month', inplace=True)  #      year   sale  month            month  year   sale #  0   2012   55    1                1      2012   55 #  1   2014   40    4       =>       4      2014   40 #  2   2013   84    7                7      2013   84 #  3   2014   31    10               10     2014   31

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