title: How to change index dtype of pandas DataFrame to int32?
body: <p>A default dtype of DataFrame index is <code>int64</code> and I would like to change it to <code>int32</code>.</p>
  
  <p>I tried changing it with <a href="https://pandas.pydata.org/pandas-docs/version/0.22/generated/pandas.DataFrame.set_index.html" rel="noreferrer"><code>pd.DataFrame.set_index</code></a> and NumPy array of <code>int32</code>, also tried making new index with <code>dtype=np.int32</code>. It didn't work, always returning index of <code>int64</code>.</p>
  
  <p>Can someone show a working code to produce Pandas index with <code>int32</code> size?</p>
  
  <p>I use conda Pandas v0.20.1.</p>