Warning message not sure about

[mbrown009]

import datetime

#!/usr/bin/env python
__author__ = "Michael Brown"
__license__ = "Based off of sript by Sreenivas Bhattiprolu of Python for Microscopists"
 
import pandas as pd
import datetime as dt
from matplotlib import pyplot as plt
import seaborn as sns
import os


USAPopulation=328239523

#Pulling Data Frame
USACOVID=pd.read_csv("https://raw.githubusercontent.com/nytimes/covid-19-data/master/us-states.csv")

#Formatting Date
USACOVID['date'] = [dt.datetime.strptime(x,'%Y-%m-%d') for x in USACOVID['date']]

states=['Maryland']

CVD_MD = USACOVID[USACOVID.state.isin(states)]  #Create subset data frame for select countries

CVD_MD['CasesDaily'] = CVD_MD['cases'].diff()
print (CVD_MD.dtypes)
print(CVD_MD.tail())

The warning message that I am getting is as follows:

Error:
<ipython-input-3-33bb49eef431-NL5PxVOdetPVzV6OQYA2jG>:26: SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead

See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
  CVD_MD['CasesDaily'] = CVD_MD['cases'].diff()

Is this because I am using one data frame and then pulling it into a different (new) data frame?