Change dataframe column names from string format to datetime

Question

I have a dataframe where the names of the columns are dates (Year-month) in the form of strings. How can I convert these names in datetime format? I tried doing this:

new_cols = pd.to_datetime(df.columns)
df = df[new_cols]

but I get the error:

KeyError: "DatetimeIndex(
['2000-01-01', '2000-02-01',
 '2000-03-01', '2000-04-01',
 '2000-05-01', '2000-06-01', 
'2000-07-01', '2000-08-01',               
'2000-09-01', '2000-10-01',
'2015-11-01', '2015-12-01', 
'2016-01-01', '2016-02-01',
'2016-03-01', '2016-04-01', 
'2016-05-01', '2016-06-01',
'2016-07-01', '2016-08-01'],
dtype='datetime64[ns]', length=200, freq=None) not in index"

Thanks!

Answer 1

If select by loc columns values was not changed, so get KeyError.

So you need assign output to columns:

df.columns = pd.to_datetime(df.columns)

Sample:

cols = ['2000-01-01', '2000-02-01', '2000-03-01', '2000-04-01', '2000-05-01']
vals = np.arange(5)
df = pd.DataFrame(columns = cols, data=[vals])
print (df)
   2000-01-01  2000-02-01  2000-03-01  2000-04-01  2000-05-01
0           0           1           2           3           4

print (df.columns)
Index(['2000-01-01', '2000-02-01', '2000-03-01', '2000-04-01', '2000-05-01'], dtype='object')

df.columns = pd.to_datetime(df.columns)

print (df.columns)
DatetimeIndex(['2000-01-01', '2000-02-01', '2000-03-01', '2000-04-01',
               '2000-05-01'],
              dtype='datetime64[ns]', freq=None)

Also is possible convert to period:

print (df.columns)
Index(['2000-01-01', '2000-02-01', '2000-03-01', '2000-04-01', '2000-05-01'], dtype='object')

df.columns = pd.to_datetime(df.columns).to_period('M')

print (df.columns)
PeriodIndex(['2000-01', '2000-02', '2000-03', '2000-04', '2000-05'],
             dtype='period[M]', freq='M')