The documentation around frequency strings is unclear

[mineo]

http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.rolling.html?highlight=rolling#pandas.DataFrame.rolling and various other places in the documentation talk about something called "frequency strings", however, there doesn't seem to be any explanation of what this term means anywhere. http://pandas.pydata.org/pandas-docs/stable/timeseries.html#dateoffset-objects mentions the term again without explaining it. From the few examples I found, I now think http://pandas.pydata.org/pandas-docs/stable/timeseries.html#offset-aliases (note that this is after the dateoffset objects in the documentation) is the complete list of frequency strings, but for some reason they're called "offset aliases" here. Are those the frequency strings? If not, where are they defined?

[sinhrks]

I think another confusion is caused by legacy aliases. We've formally deprecated legacy offsets in 0.17 (#10951), thus 0.19 may be a good timing to re-organize the doc (including your point).

[ckrapu]

I'd like to take this for my first PR. Could it be assigned to me?

[jreback]

@ckrapu go ahead an submit a PR when you are ready.

[sahildua2305]

@ckrapu are you still working on this? If not, I'd like to work on this. Please let me know.

[ckrapu]

Nope, all yours. I got stuck trying to build the docs and sort out what
actually needed to be edited. If you do work on it, I'd really like to see
what you end up doing, as a sort of tutorial.
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[sahildua2305]

Awesome!

@jreback can you please suggest some ideas about including the point mentioned by @mineo? One thing can be including the link to this explanation wherever frequency string is mentioned/used. Other approach I can think of is to bring the same explanation part in the beginning.

Am I thinking in the right direction?