Steven Sanderson explains and does:
Before we dive into the how, let’s briefly discuss why you might want to set a column as the index in your data frame. By doing so, you essentially designate that column as the unique identifier for each row in your data. This can be particularly useful when dealing with time-series data, categorical variables, or any other column that serves as a natural identifier.
Setting a column as the index offers several advantages:
Read on to see those advantages.