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I have problem merging several time series to a common DataFrame. The example code I'm using: import pandas import datetime import numpy as np start = datetime.datetime(2001, 1, 1) end = datetime.datetime(2001, 1, 10) dates = pandas.date_range(start, end) serie_1 = pandas.Series(np.random.randn(10), index = dates) start = datetime.datetime(2001, 1, 2) end = datetime.datetime(2001, 1, 11) dates = pandas.date_range(start, end) serie_2 = pandas.Series(np.random.randn(10), index = dates) start = datetime.datetime(2001, 1, 3) end = datetime.datetime(2001, 1, 12) dates = pandas.date_range(start, end) serie_3 = pandas.Series(np.random.randn(10), index = dates) print 'serie_1' print serie_1 print 'serie_2' print serie_2 print 'serie_3' print serie_3 serie_4 = pandas.concat([serie_1,serie_2], join='outer', axis = 1) print 'serie_4' print serie_4 serie_5 = pandas.concat([serie_4, serie_3], join='outer', axis = 1) print 'serie_5' print serie_5 This gives me the error for serie_5 (the second concat): Traceback (most recent call last): File "C:\Users\User\Workspaces\Python\Source\TestingPandas.py", line 29, in <module> serie_5 = pandas.concat([serie_4, serie_3], join='outer', axis = 1) File "C:\Python27\lib\site-packages\pandas\tools\merge.py", line 878, in concat verify_integrity=verify_integrity) File "C:\Python27\lib\site-packages\pandas\tools\merge.py", line 948, in __init__ self.new_axes = self._get_new_axes() File "C:\Python27\lib\site-packages\pandas\tools\merge.py", line 1101, in _get_new_axes new_axes[i] = self._get_comb_axis(i) File "C:\Python27\lib\site-packages\pandas\tools\merge.py", line 1125, in _get_comb_axis all_indexes = [x._data.axes[i] for x in self.objs] AttributeError: 'TimeSeries' object has no attribute '_data' I would like the result to look something like this (with random values in column 2): 0 1

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