BUG: PeriodIndex and Period subtraction error
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

Similar to #5202. `PeriodIndex` subtraction raises `AttributeError` either side is `Period` (scalar).

```
pd.PeriodIndex(['2011-01', '2011-02'], freq='M') - pd.Period('2011-01', freq='M') 
# AttributeError: 'PeriodIndex' object has no attribute 'ordinal'
```
#### Expected

If `Period(NaT)` is included in either side, result is `Float64Index` to hold `nan`.

```
pd.PeriodIndex(['2011-01', '2011-02'], freq='M') - pd.Period('2011-01', freq='M') 
# Int64Index([0, 1], dtype='int64')

pd.PeriodIndex(['2011-01', 'NaT'], freq='M') - pd.Period('2011-01', freq='M') 
Float64Index([0.0, nan], dtype='float64')
```

hmm, shouldn't subtraction yield a `TimedeltaIndex`?
 Yes returning `TimedeltaIndex` may be natural. It's based on the current `Period` behavior. 

```
pd.Period('2011-03', freq='M') - pd.Period('2011-01', freq='M') 
# 2
```
 Also found `DatetimeIndex` - `Period` raises below errors on current master. Are these should be supported, or raise more understandable errors?

```
pd.DatetimeIndex(['2011-01-01', '2011-02-01']) - pd.Period('2011-01-01', freq='D') 
# ValueError: Cannot do arithmetic with non-conforming periods

pd.DatetimeIndex(['2011-01-01', '2011-01-02'], freq='D') - pd.Period('2011-01-01', freq='D') 
# AttributeError: 'DatetimeIndex' object has no attribute 'ordinal'
```
 hmm, actually I think

`pd.Period('2011-03', freq='M') - pd.Period('2011-01', freq='M')`

should be a 2M Span, which we don't really have the concept of. `Timedelta` point-in-time.

cc @MaximilianR 
 I think your first example is legit (you can't do arithmetic between spans and points) but the 2nd should work
 If we think about a Period as a interval / span of time, I think it's reasonable that equal freq Periods can do arithmetic. 
This can be extended to intervals generally: `[5->7] - [2->4] == 3`. 

While Period arithmetic currently return `int`s, `Timedelta`s would be ideal (although `int`s are 'ok', it's pretty clear what they mean)

So I think this should probably be a 2M `Timedelta`:
`pd.Period('2011-03', freq='M') - pd.Period('2011-01', freq='M')`

@jreback do you think differently? 
 @MaximilianR 

`Timedelta` don't really support '2 months' as these are only days,h,m,s, etc.

we need a `Perioddelta`
 > Timedelta don't really support '2 months' as these are only days,h,m,s, etc.

I see. 

But for me it's the same concept, just with different units. So `[5->7] - [2->4] == 3`, whether with days, months, or ounces.
 so u end up losing freq info here
and 2 months is itself ambiguous - we could return an offset 
 > we could return an offset

Yes, I think this is absolutely right.

> and 2 months is itself ambiguous

Why?
 @MaximilianR 2M doesn't have a fixed conversion because its a relative offset, where as a Timedelta of 60 days is absolute.

So you leave something on the table.

`PeriodDelta` is the right soln, but maybe we can just tag this onto `Timedelta`, IOW have it support `2 Months`
 I don't know the intricacies of `DateOffset` / `relativedelta`, but `relativedelta` seems to do this well, at the conceptual level?

``` python
In [15]: from dateutil import relativedelta
In [18]: relativedelta.relativedelta(months=2)
Out[18]: relativedelta(months=+2)
In [22]: relativedelta.relativedelta(months=2) + datetime.datetime(2005,5,3)
Out[22]: datetime.datetime(2005, 7, 3, 0, 0)
```
 `relativedelta` is equiv to an `offset` (though more fully featured, the offsets I mean)
 How about split to 2 separated issues from this:
1. API change for `Period` - `Period` (for 0.19) (#13077)
2. `DatetimeIndex/Timestamp` - `PeriodIndex/Period` and vice versa. (#13078)
 ok on fixing what is broken here. Yes, let's open a new issue to discuss 1)
