BUG: PeriodIndex constructor doesn't work with Series objects
closes #7701 

@jreback i think this should go in 0.14.1, since this is a bug

found this updating the examples in wes's book
 is this #7701 ? (which @jorisvandenbossche beat you to it!)
 releas note & can you indicate the issue in the test? squash and looks ok, ping when passes
 @cpcloud side issue: https://travis-ci.org/pydata/pandas/jobs/29543656

prob just need to add that error code tot he network decorator?
 yeah not sure, all urlerrors should be caught because they're a subclass of one of hte classes that network checks ... i'll see if i can't find out what the issue is
 pushed this: https://github.com/pydata/pandas/commit/66e1763f8dd0d92d2d36b071569fc7d2a313a647

rebase and give it a whilrl
 @cpcloud can you update?
 updated ... waiting on travis
 minor comment, pls squash and merge (travis already passed, so good 2 go)
 alright i'll add some docs and then merge it
 oh....doesn't really need any docs, just the issue number on the test (well maybe the doc-string might need to be verified)
 oh ok ... i've already added a bug fix in v0.14.1.txt
 a bug fix _doc note_ i should say
 @cpcloud as an aftermath, can you also update the docstring of PeriodIndex? (it actually says only 'array' and not series)
 sure :) aftermath :fire:
