how to convert monthly data to quarterly in pandas

Question

I have monthly data. I want to convert it to \"periods\" of 3 months where q1 starts in January. So in the example below, the first 3 month aggregation would translate int

Answer 1

you can use pd.PeriodIndex(..., freq='Q') in conjunction with groupby(..., axis=1):

In [63]: df
Out[63]:
   1996-04  1996-05  2000-07  2000-08  2010-10  2010-11  2010-12
0        1        2        3        4        1        1        1
1       25       19       37       40        1        2        3
2       10       20       30       40        4        4        5

In [64]: df.groupby(pd.PeriodIndex(df.columns, freq='Q'), axis=1).mean()
Out[64]:
   1996Q2  2000Q3    2010Q4
0     1.5     3.5  1.000000
1    22.0    38.5  2.000000
2    15.0    35.0  4.333333

---

UPDATE: to get columns in a resulting DF as strings intead of period dtype:

In [66]: res = (df.groupby(pd.PeriodIndex(df.columns, freq='Q'), axis=1)
                  .mean()
                  .rename(columns=lambda c: str(c).lower()))

In [67]: res
Out[67]:
   1996q2  2000q3    2010q4
0     1.5     3.5  1.000000
1    22.0    38.5  2.000000
2    15.0    35.0  4.333333

In [68]: res.columns.dtype
Out[68]: dtype('O')