My dataframe contains quarterly data and for some companies monthly data as well.
import pandas as pd
df = pd.DataFrame({'quarter': ['2010-1', '2010-2', '2010-3','2010-4', '2011-1'],
                  'volume_quarter': [450, 450, 450, 450, 450],
                  'volume_month_1': [150, 150, 150, 150, 150],
                  'volume_month_2': [160, 160, 160, 160, 160],
                  'volume_month_3': [140, 140, 140, 140, 140]})
df
Gives:
quarter volume_quarter  volume_month_1  volume_month_2  volume_month_3
2010-1  450               150            160               140
2010-2  450               150            160               140
2010-3  450               150            160               140
2010-4  450               150            160               140
2011-1  450               150            160               140
With the following code:
pd.melt(df, id_vars = ['quarter'], value_vars=['volume_month_1', "volume_month_2", "volume_month_3"])
I get:
    quarter variable    value
0   2010-1  volume_month_1  150
1   2010-2  volume_month_1  150
2   2010-3  volume_month_1  150
3   2010-4  volume_month_1  150
4   2011-1  volume_month_1  150
5   2010-1  volume_month_2  160
6   2010-2  volume_month_2  160
7   2010-3  volume_month_2  160
8   2010-4  volume_month_2  160
9   2011-1  volume_month_2  160
10  2010-1  volume_month_3  140
11  2010-2  volume_month_3  140
12  2010-3  volume_month_3  140
13  2010-4  volume_month_3  140
14  2011-1  volume_month_3  140
Instead I'm trying to achieve the following:
    quarter variable        value
0   2010-1  volume_month_1  150
1   2010-1  volume_month_2  160
2   2010-1  volume_month_3  140
3   2010-2  volume_month_1  150
4   2010-2  volume_month_2  160
5   2010-2  volume_month_3  140
6   2010-3  volume_month_1  150
7   2010-3  volume_month_2  160
8   2010-3  volume_month_3  140
9   2010-4  volume_month_1  150
10  2010-4  volume_month_2  160
11  2010-4  volume_month_3  140
12  2011-1  volume_month_1  150
13  2011-1  volume_month_2  160
14  2011-1  volume_month_3  140
I'd like to achieve this, so I can run the Arima model on the montly values.
Million thanks in advance !
 
    