• I have checked that the issue still exists on the latest versions of the docs on master here

Location of the documentation

https://pandas.pydata.org/docs/dev/reference/api/pandas.DataFrame.rename.html?highlight=rename#pandas.DataFrame.rename

Documentation problem

In the document, the developers have suggested a simple way to rename the columns. However, I think we should add a sentence to point out that the rename will only give out a new data frame rather than directly rename the old data frame.

Suggested fix for documentation

In the document, the developers have suggested a simple way to rename the columns. However, I think we should add a sentence to point out that the rename will only give out a new data frame rather than directly rename the old data frame.