BUG: Period/DateTime slicing and setitem fixes (fixes #2782, #2788, #2789)
fixes #2782

simple fix...can't see any reason why the original code was doing what it was, especially since indices are immutable

added test coverage in test_series.py

also fixes #2788, with test coverage in test_series.py
 also fixes #2789, with test coverage (make sure to rebuild extensions)
 Cherry-picked with a tiny tweak. Thanks a lot for the PR!
