If your columns are composed of rows, you can simply use the + operator (adding in the context of the rows is to concatenate them in python, and pandas follows this):
In [1]: import pandas as pd In [2]: df = pd.DataFrame({'year':['2012', '2012'], 'month':['01', '02']}) In [3]: df Out[3]: month year 0 01 2012 1 02 2012 In [4]: df['concatenated'] = df['year'] + df['month'] In [5]: df Out[5]: month year concatenated 0 01 2012 201201 1 02 2012 201202
And then, if this column is created, you can simply use set_index to change the index
In [6]: df = df.set_index('concatenated') In [7]: df Out[7]: month year concatenated 201201 01 2012 201202 02 2012
Please note that pd.concat is not “concatenating rows”, but combining rows / data to add columns or rows of different data frames or rows together into one data frame (not several rows / columns in one row / column). See http://pandas.pydata.org/pandas-docs/dev/merging.html for a detailed explanation of this.
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