('NJ', 'Precip')],
                   names=['a', 'b'])

        Using explicit names, instead of the column names

        >>> pd.MultiIndex.from_frame(df, names=['state', 'observation'])
        MultiIndex([('HI',   'Temp'),
                    ('HI', 'Precip'),
                    ('NJ',   'Temp'),
                    ('NJ', 'Precip')],
                   names=['state', 'observation'])
        z