In [1]:
import pandas as pd

In [2]:
# Create a dataframe with dates as your index
States = ['NY', 'NY', 'NY', 'NY', 'FL', 'FL', 'GA', 'GA', 'FL', 'FL'] 
data = [1.0, 2, 3, 4, 5, 6, 7, 8, 9, 10]
idx = pd.date_range('1/1/2012', periods=10, freq='MS')
idx


Out[2]:
DatetimeIndex(['2012-01-01', '2012-02-01', '2012-03-01', '2012-04-01',
               '2012-05-01', '2012-06-01', '2012-07-01', '2012-08-01',
               '2012-09-01', '2012-10-01'],
              dtype='datetime64[ns]', freq='MS', tz=None)

In [4]:
df1 = pd.DataFrame(data, index=idx, columns=['Revenue'])
df1['State'] = States
df1


Out[4]:
Revenue State
2012-01-01 1 NY
2012-02-01 2 NY
2012-03-01 3 NY
2012-04-01 4 NY
2012-05-01 5 FL
2012-06-01 6 FL
2012-07-01 7 GA
2012-08-01 8 GA
2012-09-01 9 FL
2012-10-01 10 FL

In [ ]: