An irregular time series data is stored in a pandas.DataFrame. A DatetimeIndex has been set. I need the time difference between consecutive entries in the index.
I thought it would be as simple as
data.index.diff()
but got
AttributeError: 'DatetimeIndex' object has no attribute 'diff'
I tried
data.index - data.index.shift(1)
but got
ValueError: Cannot shift with no freq
I do not want to infer or enforce a frequency first before doing this operation. There are large gaps in the time series that would be expanded to large runs of nan. The point is to find these gaps first.
So, what is a clean way to do this seemingly simple operation?
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