TypeError: cannot concatenate a non-NDFrame object

If length of df is same as DatetimeIndex and need create index:

df.index = dates 

If not try filter by length of index what is same as length of df:

df.index = dates[:len(df.index)]

If need new column:

df['a'] = dates 

If not:

df['a'] = dates[:len(df.index)]

If need use only first 5 values:

df['a'] = dates[:5]

EDIT:

I think you need union for concatenate index to dates and then reindex:

df = df.reindex(df.index.union(dates), fill_value=-0.944868)
print (df)
2017-06-05   -0.944868
2017-06-06    0.073623
2017-06-07   -0.687232
2017-06-09   -0.944868
2017-06-10   -0.944868
2017-06-11   -0.944868
2017-06-12   -0.944868
2017-06-13   -0.944868
2017-06-14   -0.944868
Name: <DateOffset>, dtype: float64