BUG: groupby ffill adds labels as extra column (#21521)
- [x] closes #21521
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=h1) Report
> Merging [#26162](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/dc86509b44b3fb0cd9a1a6d6ed564b082dc50848?src=pr&el=desc) will **decrease** coverage by `51.23%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26162/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=tree)

```diff
@@             Coverage Diff             @@
##           master   #26162       +/-   ##
===========================================
- Coverage   91.98%   40.75%   -51.24%     
===========================================
  Files         175      175               
  Lines       52377    52382        +5     
===========================================
- Hits        48180    21346    -26834     
- Misses       4197    31036    +26839
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `?` | |
| #single | `40.75% <ø> (-0.12%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/groupby/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9nZW5lcmljLnB5) | `13.14% <ø> (-75.89%)` | :arrow_down: |
| [pandas/io/formats/latex.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvbGF0ZXgucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/sas/sas\_constants.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfY29uc3RhbnRzLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/core/groupby/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9jYXRlZ29yaWNhbC5weQ==) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvY29udmVydGVyLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/formats/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvaHRtbC5weQ==) | `0% <0%> (-99.37%)` | :arrow_down: |
| [pandas/io/sas/sas7bdat.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXM3YmRhdC5weQ==) | `0% <0%> (-91.16%)` | :arrow_down: |
| [pandas/io/sas/sas\_xport.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfeHBvcnQucHk=) | `0% <0%> (-90.1%)` | :arrow_down: |
| [pandas/core/tools/numeric.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvdG9vbHMvbnVtZXJpYy5weQ==) | `10.44% <0%> (-89.56%)` | :arrow_down: |
| ... and [132 more](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=footer). Last update [dc86509...e010ffe](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=h1) Report
> Merging [#26162](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/a6e43a43f2cb1b4b7d46b262be2efb825d033eb8?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26162/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #26162      +/-   ##
==========================================
- Coverage   91.68%   91.67%   -0.02%     
==========================================
  Files         174      174              
  Lines       50703    50697       -6     
==========================================
- Hits        46488    46477      -11     
- Misses       4215     4220       +5
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.18% <ø> (-0.01%)` | :arrow_down: |
| #single | `41.18% <ø> (-0.17%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/groupby/groupby.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9ncm91cGJ5LnB5) | `97.23% <ø> (-0.01%)` | :arrow_down: |
| [pandas/core/groupby/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9nZW5lcmljLnB5) | `88.93% <ø> (-0.08%)` | :arrow_down: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `78.94% <0%> (-10.53%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.01% <0%> (-0.12%)` | :arrow_down: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/26162/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `90.6% <0%> (-0.11%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=footer). Last update [a6e43a4...01057a4](https://codecov.io/gh/pandas-dev/pandas/pull/26162?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @jreback Done Failing tests seem unrelated to this PR? Try merging master just fixed a few things in CI

Sent from my iPhone

> On Apr 23, 2019, at 7:26 AM, Adam Bull <notifications@github.com> wrote:
> 
> Failing tests seem unrelated to this PR?
> 
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> Reply to this email directly, view it on GitHub, or mute the thread.
 @WillAyd As discussed, I've changed this to not return group labels at all, for consistency with other groupby transforms. @adbull nice - looks good on initial glance. I'll dive deeper tomorrow.

Thanks for sticking with the feedback ok looks good. can you merge master. also have a look at the example in the docs: http://pandas-docs.github.io/pandas-docs-travis/user_guide/groupby.html#transformation; its the note box 

```
Some functions will automatically transform the input when applied to a GroupBy object, but returning an object of the same shape as the original. Passing as_index=False will not affect these transformation methods.
For example: fillna, ffill, bfill, shift..
```

This example is showing the incorrect behavior (I believe your patch will fix it); do your test sufficiently cover this case? @adbull if you can merge master and update @jreback Done. Patch will fix the example in the docs, and the test covers that case. lgtm. ping on green. you have a linting issue Issue is from a different PR, I didn't edit test_groupby.py @jreback looks green Thanks @adbull - nice change!