Combine Columns in DataFrame

Here are a couple of ways to combine columns. Firstly, use concat()

# create lag features
import pandas as pd

series = read_csv('data/ETHBTC.csv', header=0, index_col=0, parse_dates=True).squeeze('columns')

prices = DataFrame(series.values)

df = concat([prices.shift(3), prices.shift(2), prices.shift(1), prices], axis=1)
df.columns = ['t-2', 't-1', 't', 't+1']

Secondly, insert()

# create a lag feature
import pandas as pd

series = pd.read_csv('data/ETHBTC.csv', header=0, index_col=0, parse_dates=True).squeeze('columns')

df = pd.DataFrame(series.values, columns=['t+1'])

df.insert(0, 't', df['t+1'].shift(1))