I have a pandas dataframe: import pandas as pd import numpy as np np.random.seed(150) df = pd.DataFrame(np.random.randint(0, 10, size=(10, 2)), columns=['A', 'B']) I want to add a new column "C" whose values are the combined-list of every three rows in column "B". So I use the following method to achieve my needs, but this method is slow when the data is large. >>> df['C'] = [df['B'].iloc[i-2:i+1].tolist() if i >= 2 else None for i in range(len(df))] >>> df A B C 0 4 9 None 1 0 2 None 2 4 5 [9, 2, 5] 3 7 9 [2, 5, 9] 4 8 3 [5, 9, 3] 5 8 1 [9, 3, 1] 6 1 4 [3, 1, 4] 7 4 1 [1, 4, 1] 8 1 9 [4, 1, 9] 9 3 7 [1, 9, 7] When I try to use the df.apply function, I get an error message: df['C'] = df['B'].rolling(window=3).apply(lambda x: list(x), raw=False) TypeError: must be real number, not list I remember that pandas apply doesn't seem to return a list, so is there a better way? I searched the forum, but couldn't find a suitable topic about apply and return. Continue reading...