REF: Period check compatabile with
Split from #24024 

cc @jbrockmendel 

There are a couple cases in `PeriodArray.__setitem__` that I didn't update, because `PeriodArray.__setitem__` is being remove entirely in #24024.
Hello @TomAugspurger! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/core/arrays/period.py`](https://github.com/TomAugspurger/pandas/blob/7169494edaeb3bc25128674300ff6d804b581066/pandas/core/arrays/period.py) !

 lgtm. merge on green. Travis fail is hypothesis Yep, ignoring it though I'll keep my eye on the merge build. There are 5 places in indexes.period where DIFFERENT_FREQ/IncompatibleFrequency are used. Should these dispatch to self._data._check_compatible_with? Seems reasonable to me.

On Fri, Dec 14, 2018 at 4:12 PM jbrockmendel <notifications@github.com>
wrote:

> There are 5 places in indexes.period where
> DIFFERENT_FREQ/IncompatibleFrequency are used. Should these dispatch to
> self._data._check_compatible_with?
>
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