title: Get monthly average in pandas
body: <p>I have the following time series:</p>
  <pre><code>        Date        Value
  0       2006-01-03  18
  1       2006-01-04  12
  2       2006-01-05  11
  3       2006-01-06  10
  4       2006-01-09  22
  ...     ...     ...
  3510    2019-12-23  47
  3511    2019-12-24  46
  3512    2019-12-26  35
  3513    2019-12-27  35
  3514    2019-12-30  28
  </code></pre>
  <p>I want to calculate the average values per month. So the pseudocode for each month is as follows:</p>
  <ol>
  <li>Sum all the values for each day present in that month</li>
  <li>Divide by the number of days with data for that month.</li>
  </ol>
  <p>The desired output would be something similar to:</p>
  <pre><code>        Date        Value
  0       2006-01     17.45
  1       2006-02     18.23
  2       2006-04     16.79
  3       2006-05     17.98
  ...     ...     ...
  166     2019-11     37.89
  167     2019-12     36.34
  </code></pre>
  <p>I have tried this without success:</p>
  <pre><code>data = data.set_index('Date')
  data.resample('M')
  
  ---------------------------------------------------------------------------
  TypeError                                 Traceback (most recent call last)
  &lt;ipython-input-28-435afe449f1f&gt; in &lt;module&gt;
       47 data = pd.DataFrame(dataList, columns=('Date', 'Value'))
       48 data = data.set_index('Date')
  ---&gt; 49 data.resample('M')
  </code></pre>