title: Convert object (time) type column in dataframe to datetime
body: <p>I am struggling to convert a object type to datetime.
  It's a column from a dataframe which has time values in format hh:mm:ss.</p>
  
  <p>dataframe: df_train
  column: time
  values in format: hh:mm:ss</p>
  
  <p>Below are the options which I already tried without any luck</p>
  
  <p>Opt1:</p>
  
  <pre><code>df_train['time'] = pd.to_datetime(df_train['time'])
  Error:
  TypeError: &lt;class 'datetime.time'&gt; is not convertible to datetime
  </code></pre>
  
  <p>Opt2:</p>
  
  <pre><code>df_train['time'] = pd.to_datetime(df_train['time'], format='%H:%M:%S').dt.time
  Outcome:
  The code is working but the type remain as object.
  </code></pre>
  
  <p>Opt3:</p>
  
  <pre><code>df_train['time'] = pd.to_datetime(df_train['time'].str.strip(), format='%H:%M:%S')
  Outcome:
  value changed to NaT
  </code></pre>
  
  <p>Opt4:</p>
  
  <pre><code>df_train['time'] = pd.to_datetime(df_train['time']).dt.time
  Error:
  TypeError: &lt;class 'datetime.time'&gt; is not convertible to datetime
  </code></pre>
  
  <p>Appreciate your suggestions to convert this column to type datetime.</p>