title: Pandas TypeError: Index does not support mutable operations
body: <p>Assume there are three .csv files in the directory: EX1.csv, EX2.csv, EX3.csv.</p>
  
  <p>I have used the following code to merge them together.</p>
  
  <pre><code>import pandas as pd
  
  EX1 = pd.read_csv('EX1.csv')
  EX2 = pd.read_csv('EX2.csv')
  EX3 = pd.read_csv('EX3.csv')
  
  data = [EX1, EX2, EX3]
  data = pd.concat(data)
  data = pd.DataFrame(data)
  </code></pre>
  
  <p>Once concatenation is used, the index numbers do not follow a gradual row numbering.</p>
  
  <p>One of my goals is to make sure that the index numbers for the merged data-frame goes from 0 to (len(data) - 1). To make the index numbers follow a gradual increase from 0 to (len(data) - 1), I used the code below and got the TypeError.</p>
  
  <pre><code>for i in range(len(data)):
      data.index[i] = i
  </code></pre>
  
  <p>I would appreciate some advice on this please. Thanks!</p>