BUG: Index shift drops index name

doc/source/release.rst

@@ -270,6 +270,7 @@ pandas 0.11.1
   - Indexing with a string with seconds resolution not selecting from a time index (:issue:`3925`)
   - csv parsers would loop infinitely if ``iterator=True`` but no ``chunksize`` was 
     specified (:issue:`3967`), python parser failing with ``chunksize=1``
+	- Fix index name not propogating when using ``shift`` 
 
 .. _Gh3616: https://github.com/pydata/pandas/issues/3616
 

pandas/core/index.py

@@ -563,7 +563,7 @@ def shift(self, periods=1, freq=None):
             return self
 
         offset = periods * freq
-        return Index([idx + offset for idx in self])
+        return Index([idx + offset for idx in self], name=self.name)
 
     def argsort(self, *args, **kwargs):
         """

pandas/tests/test_index.py

@@ -204,6 +204,9 @@ def test_shift(self):
         shifted = self.dateIndex.shift(1, 'B')
         self.assert_(np.array_equal(shifted, self.dateIndex + offsets.BDay()))
 
+        shifted.name = 'shifted'
+        self.assertEqual(shifted.name, shifted.shift(1, 'D').name)
+
     def test_intersection(self):
         first = self.strIndex[:20]
         second = self.strIndex[:10]