Unable to apply methods on timestamps using Series built-ins

Question

On the following series:

0    1411161507178 1    1411138436009 2    1411123732180 3    1411167606146 4    1411124780140 5    1411159331327 6    1411131745474 7    1411151831454 8    1411152487758 9    1411137160544 Name: my_series, dtype: int64 

This command (convert to timestamp, localize and convert to EST) works:

pd.to_datetime(my_series, unit='ms').apply(lambda x: x.tz_localize('UTC').tz_convert('US/Eastern')) 

but this one fails:

pd.to_datetime(my_series, unit='ms').tz_localize('UTC').tz_convert('US/Eastern') 

with:

TypeError                                 Traceback (most recent call last) <ipython-input-3-58187a4b60f8> in <module>() ----> 1 lua = pd.to_datetime(df[column], unit='ms').tz_localize('UTC').tz_convert('US/Eastern')  /Users/josh/anaconda/envs/py34/lib/python3.4/site-packages/pandas/core/generic.py in tz_localize(self, tz, axis, copy, infer_dst)    3492                 ax_name = self._get_axis_name(axis)    3493                 raise TypeError('%s is not a valid DatetimeIndex or PeriodIndex' % -> 3494                                 ax_name)    3495             else:    3496                 ax = DatetimeIndex([],tz=tz)  TypeError: index is not a valid DatetimeIndex or PeriodIndex 

and so does this one:

my_series.tz_localize('UTC').tz_convert('US/Eastern') 

with:

--------------------------------------------------------------------------- TypeError                                 Traceback (most recent call last) <ipython-input-4-0a7cb1e94e1e> in <module>() ----> 1 lua = df[column].tz_localize('UTC').tz_convert('US/Eastern')  /Users/josh/anaconda/envs/py34/lib/python3.4/site-packages/pandas/core/generic.py in tz_localize(self, tz, axis, copy, infer_dst)    3492                 ax_name = self._get_axis_name(axis)    3493                 raise TypeError('%s is not a valid DatetimeIndex or PeriodIndex' % -> 3494                                 ax_name)    3495             else:    3496                 ax = DatetimeIndex([],tz=tz)  TypeError: index is not a valid DatetimeIndex or PeriodIndex 

As far as I understand, the second approach above (the first one that fails) should work. Why does it fail?

Answer 1

As Jeff's answer mentions, tz_localize() and tz_convert() act on the index, not the data. This was a huge surprise to me too.

Since Jeff's answer was written, Pandas 0.15 added a new Series.dt accessor that helps your use case. You can now do this:

pd.to_datetime(my_series, unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')