title: Create DateTimeIndex in Pandas
body: <p>I am having a hard time using panda for the first time</p>
  
  <p>I have a dataframe containing year, month, day and hour in separated columns.</p>
  
  <p>As far as i know, this dataframe is not indexed.</p>
  
  <p>I am trying to create a datetime index to this dataframe:</p>
  
  <pre><code>def createTimeStamp(year, month, day, hour): 
      return DatetimeIndex(datetime(.........))
  
  df['TimeStamp'] = df.apply(createTimeStamp(df['year'], df['month'], df['day'], df['hour']))
  
  df.set_index('TimeStamp')
  </code></pre>
  
  <p>What I am doing wrong?</p>