Fix for GH9992 - use create_tempfile to remove permission-related errors when running tests
Fixes #9992.

I wanted to take a stab at developing pandas. I am a novice at both git/github and I hope I did the merge and PR correctly.

@jreback, please let me know if there is anything I can fix.

looks fine.

can you add a release note in v0.16.1 

and squash, pls ping on green.

see http://pandas-docs.github.io/pandas-docs-travis/contributing.html for git help.
 merged via https://github.com/pydata/pandas/commit/2dc9e0e874f2fbfd0d159bfc74b62c45625c42b0

thanks!
