Add documentation link to SettingWithCopyWarning
https://github.com/pandas-dev/pandas/issues/17505

- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=h1) Report
> Merging [#17672](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/f9d88cd6b3543bbb678378fc4fe736f13497d21e?src=pr&el=desc) will **decrease** coverage by `0.02%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/17672/graphs/tree.svg?token=eZ4WkYLtcO&src=pr&height=150&width=650)](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #17672      +/-   ##
==========================================
- Coverage   91.27%   91.24%   -0.03%     
==========================================
  Files         163      163              
  Lines       49760    49808      +48     
==========================================
+ Hits        45416    45445      +29     
- Misses       4344     4363      +19
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.03% <ø> (-0.01%)` | :arrow_down: |
| #single | `40.32% <ø> (-0.09%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY2F0ZWdvcmljYWwucHk=) | `95.28% <0%> (-0.43%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.73% <0%> (-0.1%)` | :arrow_down: |
| [pandas/core/accessor.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYWNjZXNzb3IucHk=) | `93.65% <0%> (-0.1%)` | :arrow_down: |
| [pandas/core/internals.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW50ZXJuYWxzLnB5) | `94.3% <0%> (-0.07%)` | :arrow_down: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `96.28% <0%> (-0.01%)` | :arrow_down: |
| [pandas/core/series.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc2VyaWVzLnB5) | `94.93% <0%> (-0.01%)` | :arrow_down: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `92.07% <0%> (-0.01%)` | :arrow_down: |
| [pandas/io/parsers.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhcnNlcnMucHk=) | `95.48% <0%> (-0.01%)` | :arrow_down: |
| [pandas/io/date\_converters.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2lvL2RhdGVfY29udmVydGVycy5weQ==) | `100% <0%> (ø)` | :arrow_up: |
| ... and [4 more](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=footer). Last update [f9d88cd...01432e4](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=h1) Report
> Merging [#17672](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/f9d88cd6b3543bbb678378fc4fe736f13497d21e?src=pr&el=desc) will **decrease** coverage by `0.02%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/17672/graphs/tree.svg?token=eZ4WkYLtcO&width=650&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #17672      +/-   ##
==========================================
- Coverage   91.27%   91.24%   -0.03%     
==========================================
  Files         163      163              
  Lines       49760    49808      +48     
==========================================
+ Hits        45416    45445      +29     
- Misses       4344     4363      +19
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.03% <ø> (-0.01%)` | :arrow_down: |
| #single | `40.32% <ø> (-0.09%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY2F0ZWdvcmljYWwucHk=) | `95.28% <0%> (-0.43%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.73% <0%> (-0.1%)` | :arrow_down: |
| [pandas/core/accessor.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYWNjZXNzb3IucHk=) | `93.65% <0%> (-0.1%)` | :arrow_down: |
| [pandas/core/internals.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW50ZXJuYWxzLnB5) | `94.3% <0%> (-0.07%)` | :arrow_down: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `96.28% <0%> (-0.01%)` | :arrow_down: |
| [pandas/core/series.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc2VyaWVzLnB5) | `94.93% <0%> (-0.01%)` | :arrow_down: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `92.07% <0%> (-0.01%)` | :arrow_down: |
| [pandas/io/parsers.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhcnNlcnMucHk=) | `95.48% <0%> (-0.01%)` | :arrow_down: |
| [pandas/io/date\_converters.py](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree#diff-cGFuZGFzL2lvL2RhdGVfY29udmVydGVycy5weQ==) | `100% <0%> (ø)` | :arrow_up: |
| ... and [4 more](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=footer). Last update [f9d88cd...5c6bc02](https://codecov.io/gh/pandas-dev/pandas/pull/17672?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @jreback Please review. @jorisvandenbossche ?