DEPR: Panel4d and panelND
closes #13564 

This is was a PITA (because some things produce warnings in PY2 but not in PY3) :<

@jorisvandenbossche @wesm @shoyer 
 @shoyer @MaximilianR esp have a look at the warnings (e.g. maybe have a specific page)?
 Can we add the deprecation notice to the docstrings for `PanelND` and `Panel4D`, too?

@MaximilianR Let's see if we can finish up that doc page on xarray for panel users (https://github.com/pydata/xarray/pull/832) -- it would be great to be able to link to that in the pandas docs.
 Oh boy, that will be a joy if when we can remove it :-) 
Too late for now, but isn't there a way to eg test the warning once, and be able to mute them for all other tests?
 I wish - the problem is that FutureWarninh is generic so No easy way
 Can't you filter with a regex on the message or module?
 I gave it a try - u r welcome to change it - it's buggy in 27 I think 
 For the next big depr then :-)
 ## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/13776?src=pr) is 85.32% (diff: 100%)

> No coverage report found for **master** at 4dd734c.
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 > @MaximilianR Let's see if we can finish up that doc page on xarray for panel users (pydata/xarray#832) -- it would be great to be able to link to that in the pandas docs.

I'll have a go this week!
 @jorisvandenbossche updated.

@shoyer 
cc @MaximilianR 
we can always change the xarray link points later (I think we have an issue for that anyhow). As these need to go in the `.to_xarray()` doc-string as well.
 Small comment/question, for the rest ready to merge for me. The doc link can indeed be updated later.
