How to fill Pandas index NaN's

Question

I have a Excel file with a index that is merged over several rows in Excel, and when I load it in pandas, it reads the first row as the index label, and the rest (the merged cells) is filled with NaNs. How can I loop over the index so that it fills the NaNs with the corresponding index?

EDIT: Image of excel removed by request. I don't have any specific code, but I can write an example.

import pandas as pd
df = pd.read_excel('myexcelfile.xlsx', header=1)
df.head()
                     Index-header               Month
0                          Index1                   1   
1                           NaN                     2    
2                           NaN                     3    
3                           NaN                     4     
4                           NaN                     5
5                           Index2                  1
6                           NaN                     2
...

Answer 1

from StringIO import StringIO
import pandas as pd

txt = """Index1,1
,2
,3
Index2,1
,2
,3"""

df = pd.read_csv(StringIO(txt), header=None, index_col=0, names=['Month'])
df

df.set_index(df.index.to_series().ffill(), inplace=True)
df

Answer 2

Try this:

In [205]: df
Out[205]:
    Index-header  Month
0         Index1    1.0
1            NaN    2.0
2            NaN    3.0
3            NaN    4.0
4            NaN    5.0
5         Index2    1.0
6            NaN    2.0
...          NaN    NaN

In [206]: df['Index-header'] = df['Index-header'].fillna(method='pad')

In [207]: df
Out[207]:
    Index-header  Month
0         Index1    1.0
1         Index1    2.0
2         Index1    3.0
3         Index1    4.0
4         Index1    5.0
5         Index2    1.0
6         Index2    2.0
...       Index2    NaN