how to change index in dataframe python

>>> df.set_index('month')
       year  sale
month
1      2012    55
4      2014    40
7      2013    84
10     2014    31

    x    y
A  NaN  NaN
B  NaN  NaN
C  NaN  NaN

df.at['C', 'x'] = 10

index = [1,2]
df.index = index

>>> df = pd.DataFrame({'month': [1, 4, 7, 10],
...                    'year': [2012, 2014, 2013, 2014],
...                    'sale': [55, 40, 84, 31]})
>>> df
   month  year  sale
0      1  2012    55
1      4  2014    40
2      7  2013    84
3     10  2014    31