CLN: Simplify Period Construction / Resolution
Simplified `Period` construction a little by adding `millisecond` resolution.

modify this to add Period/PeriodIndex https://github.com/pydata/pandas/blob/master/pandas/io/tests/generate_legacy_pickles.py

run it on 0.14.0 and add generated pickles to the repo
then test with this change to see if pickle works ok (if u can do more than 1 version/platform would be gr8)
 if u want to add some for prior versions of pandas ok too (this scipy is meant to be independent of pandas versions for this reason)

the test suite will test the pickles on current version for back compat tests
 Thanks. As `Period` can't be pickled, going to confirm `PeriodIndex` only.

```
import pickle
pickle.dumps(pd.Period('2011-01-01'))
# TypeError: a class that defines __slots__ without defining __getstate__ cannot be pickled
```
 ahh right.....that is a separate issue (and should be resolved as well)
 OK. Added `PeriodIndex` pickles taken in 0.13.0 and 0.14.0.  
 gr8 thanks!
