{"action":"opened","issue":{"url":"https://api.github.com/repos/pydata/pandas/issues/12782","repository_url":"https://api.github.com/repos/pydata/pandas","labels_url":"https://api.github.com/repos/pydata/pandas/issues/12782/labels{/name}","comments_url":"https://api.github.com/repos/pydata/pandas/issues/12782/comments","events_url":"https://api.github.com/repos/pydata/pandas/issues/12782/events","html_url":"https://github.com/pydata/pandas/issues/12782","id":145506758,"number":12782,"title":"Using rolling method call on a pandas.core.groupby.DataFrameGroupBy object results in an AttributeError, previous rolling methods are deprecated","user":{"login":"polskilegenda","id":9390695,"avatar_url":"https://avatars.githubusercontent.com/u/9390695?v=3","gravatar_id":"","url":"https://api.github.com/users/polskilegenda","html_url":"https://github.com/polskilegenda","followers_url":"https://api.github.com/users/polskilegenda/followers","following_url":"https://api.github.com/users/polskilegenda/following{/other_user}","gists_url":"https://api.github.com/users/polskilegenda/gists{/gist_id}","starred_url":"https://api.github.com/users/polskilegenda/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/polskilegenda/subscriptions","organizations_url":"https://api.github.com/users/polskilegenda/orgs","repos_url":"https://api.github.com/users/polskilegenda/repos","events_url":"https://api.github.com/users/polskilegenda/events{/privacy}","received_events_url":"https://api.github.com/users/polskilegenda/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":0,"created_at":"2016-04-03T14:36:13Z","updated_at":"2016-04-03T14:36:13Z","closed_at":null,"body":"#### Code Sample\r\n`df.groupby(level=['first_name','last_name']).rolling(window=5)`\r\n\r\n```\r\n---------------------------------------------------------------------------\r\nAttributeError                            Traceback (most recent call last)\r\n<ipython-input-35-1ad06da0e074> in <module>()\r\n----> 1 df.groupby(level=['first_name','last_name']).rolling(window=5)#.corr(df['px_last'])\r\n\r\n/home/code/anaconda2/lib/python2.7/site-packages/pandas/core/groupby.pyc in __getattr__(self, attr)\r\n    482             return self[attr]\r\n    483         if hasattr(self.obj, attr):\r\n--> 484             return self._make_wrapper(attr)\r\n    485 \r\n    486         raise AttributeError(\"%r object has no attribute %r\" %\r\n\r\n/home/code/anaconda2/lib/python2.7/site-packages/pandas/core/groupby.pyc in _make_wrapper(self, name)\r\n    496                    \"using the 'apply' method\".format(kind, name,\r\n    497                                                      type(self).__name__))\r\n--> 498             raise AttributeError(msg)\r\n    499 \r\n    500         # need to setup the selection\r\n\r\nAttributeError: Cannot access callable attribute 'rolling' of 'DataFrameGroupBy' objects, try using the 'apply' method\r\n```\r\n\r\n#### Copy and paste runnable code sample\r\n```\r\nimport pandas as pd\r\nimport numpy as np\r\n\r\ndates = pd.date_range('20130101',periods=6).append(pd.date_range('20130101',periods=6))\r\ndf = pd.DataFrame(np.random.randn(12,2),index=dates,columns=list('AB'))\r\ndf.groupby(df.index).rolling(window=5)\r\n```\r\n\r\n#### Expected Output\r\nThe code should result in a `pandas.core.window.Rolling object`.\r\n\r\n`df.groupby(level=['first_name','last_name'])['column'].apply(pd.rolling_mean, 5)` works however according to the [documentation](http://pandas.pydata.org/pandas-docs/stable/whatsnew.html?highlight=rolling_mean#deprecations) this functionality has been deprecated?\r\n\r\n#### output of ``pd.show_versions()``\r\n```\r\nINSTALLED VERSIONS\r\n------------------\r\ncommit: None\r\npython: 2.7.11.final.0\r\npython-bits: 64\r\nOS: Linux\r\nOS-release: 3.19.0-56-generic\r\nmachine: x86_64\r\nprocessor: x86_64\r\nbyteorder: little\r\nLC_ALL: None\r\nLANG: en_AU.UTF-8\r\n\r\npandas: 0.18.0\r\nnose: 1.3.7\r\npip: 8.1.1\r\nsetuptools: 20.3\r\nCython: 0.23.5\r\nnumpy: 1.10.4\r\nscipy: 0.17.0\r\nstatsmodels: None\r\nxarray: None\r\nIPython: 4.1.2\r\nsphinx: 1.3.5\r\npatsy: 0.4.0\r\ndateutil: 2.5.1\r\npytz: 2016.3\r\nblosc: None\r\nbottleneck: 1.0.0\r\ntables: 3.2.2\r\nnumexpr: 2.5.1\r\nmatplotlib: 1.5.1\r\nopenpyxl: 2.3.2\r\nxlrd: 0.9.4\r\nxlwt: 1.0.0\r\nxlsxwriter: 0.8.4\r\nlxml: 3.6.0\r\nbs4: 4.4.1\r\nhtml5lib: None\r\nhttplib2: None\r\napiclient: None\r\nsqlalchemy: 1.0.12\r\npymysql: None\r\npsycopg2: 2.6.1 (dt dec pq3 ext)\r\njinja2: 2.8\r\nboto: 2.39.0\r\n```\r\n"}}