You need to change the code to:
confirmed_cases.rename(columns={confirmed_cases.columns[0]:'Date_reported', confirmed_cases.columns[1]:'confirmed_cases'}, inplace=True)
recovered_cases.rename(columns={recovered_cases.columns[0]:'Date_reported', recovered_cases.columns[1]:'recovered_cases'}, inplace=True)
deaths_cases.rename(columns={deaths_cases.columns[1]:'Date_reported',deaths_cases.columns[0]:'deaths_cases'}, inplace=True)
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