Python/Pandas - Convert type from pandas period to string

You can use to_series and then convert to string:

print df

#        Seasonal
#Date             
#2014-12 -1.089744
#2015-01 -0.283654
#2015-02  0.158974
#2015-03  0.461538

print df.index

#PeriodIndex(['2014-12', '2015-01', '2015-02', '2015-03'],
#              dtype='int64', name=u'Date', freq='M')

df.index=df.index.to_series().astype(str)
print df

#         Seasonal
#Date             
#2014-12 -1.089744
#2015-01 -0.283654
#2015-02  0.158974
#2015-03  0.461538

print df.index

#Index([u'2014-12', u'2015-01', u'2015-02', u'2015-03'], dtype='object', name=u'Date')

The line below should convert your PeriodIndex to string format:

df.index = df.index.strftime('%Y-%m')