Moving Average Pandas

The rolling mean returns a Series you only have to add it as a new column of your DataFrame (MA) as described below.

For information, the rolling_mean function has been deprecated in pandas newer versions. I have used the new method in my example, see below a quote from the pandas documentation.

Warning Prior to version 0.18.0, pd.rolling_*, pd.expanding_*, and pd.ewm* were module level functions and are now deprecated. These are replaced by using the Rolling, Expanding and EWM. objects and a corresponding method call.

df['MA'] = df.rolling(window=5).mean()

print(df)
#             Value    MA
# Date                   
# 1989-01-02   6.11   NaN
# 1989-01-03   6.08   NaN
# 1989-01-04   6.11   NaN
# 1989-01-05   6.15   NaN
# 1989-01-09   6.25  6.14
# 1989-01-10   6.24  6.17
# 1989-01-11   6.26  6.20
# 1989-01-12   6.23  6.23
# 1989-01-13   6.28  6.25
# 1989-01-16   6.31  6.27