index=pd period_range(' 'periods= freq=' -dec')in [ ]gdp out[ ] freqq-sep in [ ]infl out[ ] freqa-dec unlike time series with timestampsoperations between different-frequency time series indexed by periods are not possible without explicit conversions in this caseif we know that infl values were observed at the end of each yearwe can then convert to -sep to get the right periods in that frequencyin [ ]infl_q infl asfreq(' -sep'how='end'in [ ]infl_q out[ ] freqq-sep that time series can then be reindexed with forward-filling to match gdpin [ ]infl_q reindex(gdp indexmethod='ffill'out[ ] freqq-sep time of day and "as ofdata selection suppose you have long time series containing intraday market data and you want to extract the prices at particular time of day on each day of the data what if the data are irregular such that observations do not fall exactly on the desired timein practice this task can make for error-prone data munging if you are not careful here is an example for illustration purposesmake an intraday date range and time series in [ ]rng pd date_range( : ' : 'freq=' 'make -day series of : - : values financial and economic data applications www it-ebooks info