title: Rename a multilevel dateTime Index Pandas
body: <p>I have a dataframe that look like this</p>
  
  <pre><code>                     Sale    Purchase
  date date date date  100       3
  2018  2    1    1    200       6 
  2018  1    2    3    150       8
  2017  12   1    1    100       1
  2017  11   2    2    50        2
  </code></pre>
  
  <p>Instead, I'm hoping it could be </p>
  
  <pre><code>                           Sale    Purchase
  Year Month Week Dayofweek  100       3
  2018  2    1    1          200       6 
  2018  1    2    3          150       8
  2017  12   1    1          100       1
  2017  11   2    2          50        2
  </code></pre>
  
  <p>I have tried <code>df_monthly.MultiIndex.rename("Year","Month","Week","Dayofweek")</code>
  but I get the error AttributeError: 'DataFrame' object has no attribute 'MultiIndex'. Is there another way to rename these indexes? Thanks</p>
  
  <p>I also tried df_monthly=pd.MultiIndex.rename(df_monthly.index,['Year','Month','Week','Day of week'],[0,1,2,3]) which don't seem to work either.</p>