My data is absence records from a factory. Some days there are no absences so there is no data or date recorded for that day. However, and where this gets hairy with the o
I think you just have a problem with the use of datetime, this approach worked for me
ts.set_index(['Date'],inplace=True) ts.index = pd.to_datetime(ts.index,format='%b %d %Y') d2 = pd.DataFrame(index=pd.date_range('2014-01-01','2014-12-31')) print ts.join(d2,how='right')