CLN: removed setter method of categorical's ordered attribute
Deprecated back in `0.16.0` <a href="https://github.com/pydata/pandas/pull/9611">here</a>.

## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/13671?src=pr) is **84.38%**

> Merging [#13671](https://codecov.io/gh/pydata/pandas/pull/13671?src=pr) into [master](https://codecov.io/gh/pydata/pandas/branch/master?src=pr) will increase coverage by **<.01%**

``` diff
@@             master     #13671   diff @@
==========================================
  Files           142        142          
  Lines         51223      51220     -3   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
- Hits          43223      43221     -2   
+ Misses         8000       7999     -1   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last updated by [d7c028d...58938e7](https://codecov.io/gh/pydata/pandas/compare/d7c028d4965932160fa3b69f56c716b1454c42a5...58938e74f34008eda753aacf14c478186c6cce20?src=pr)
 @sinhrks : added the test to check for `AttributeError`, and Travis still passing.  Ready to merge if there are no other concerns.
 thanks!

side note, can you catch these warnings (prob need to fix code to not have them emitted).

```
[Mon Jul 18 21:44:13 ~/pandas]$ nosetests  pandas/tests/test_categorical.py
........................................................../Users/jreback/pandas/pandas/core/internals.py:1493: FutureWarning: reshape is deprecated and will raise in a subsequent release. Please use .values.reshape(...) instead
  mask = mask.reshape(new_values.shape)
....................................................../Users/jreback/pandas/pandas/tests/test_categorical.py:4125: FutureWarning: 
Setting NaNs in `categories` is deprecated and will be removed in a future version of pandas.
  cat_exp = Categorical(["a", "b", "a"], categories=["a", "b", np.nan])
....................../Users/jreback/pandas/pandas/indexes/category.py:130: FutureWarning: 
Setting NaNs in `categories` is deprecated and will be removed in a future version of pandas.
  data = data.set_categories(categories)
.
----------------------------------------------------------------------
Ran 135 tests in 1.215s

OK
```
 @jreback : probably something in the code would be the better fix in the future, but catching them makes sense FTTB.  If I have time later, I'll give it a shot.
 thanks!
