The error here, is since calling the DataFrame constructor with scalar values (where it expects values to be a list/dict/… i.e. have multiple columns):
pd.DataFrame(d)
ValueError: If using all scalar values, you must must pass an index
You could take the items from the dictionary (i.e. the key-value pairs):
In [11]: pd.DataFrame(d.items()) # or list(d.items()) in python 3
Out[11]:
0 1
0 2012-07-02 392
1 2012-07-06 392
2 2012-06-29 391
3 2012-06-28 391
...
In [12]: pd.DataFrame(d.items(), columns=['Date', 'DateValue'])
Out[12]:
Date DateValue
0 2012-07-02 392
1 2012-07-06 392
2 2012-06-29 391
But I think it makes more sense to pass the Series constructor:
In [21]: s = pd.Series(d, name="DateValue")
Out[21]:
2012-06-08 388
2012-06-09 388
2012-06-10 388
In [22]: s.index.name="Date"
In [23]: s.reset_index()
Out[23]:
Date DateValue
0 2012-06-08 388
1 2012-06-09 388
2 2012-06-10 388