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pandas/core/window.py
@@ -513,8 +513,10 @@ class Window(_Window):
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Provide a window type. If ``None``, all points are evenly weighted.
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See the notes below for further information.
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on : str, optional
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- For a DataFrame, column on which to calculate
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- the rolling window, rather than the index.
+ For a DataFrame, a datetime-like column on which to calculate the rolling
+ window, rather than the DataFrame's index. Provided integer column is
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+ ignored and excluded from result since an integer index is not used to
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+ calculate the rolling window.
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axis : int or str, default 0
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closed : str, default None
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Make the interval closed on the 'right', 'left', 'both' or
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