The error message for unsupported index on shift() could be more explicit
When the type of data index is not datetime-like, the following error message will raise:
`NotImplementedError: Not supported for type Index`
 
The error message could be more useful by explicitly stating which types of data that `shift` supports.
 
Expected error message:
` f"This method is only implemented for DatetimeIndex, PeriodIndex and TimedeltaIndex; Got type {type(self).__name__}."`

Hello @ZhihuiChen0903! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:







There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-12-03 14:19:42 UTC lgtm @ZhihuiChen0903 if you turnt his off draft can merge. @jreback I have turned off draft. thanks @ZhihuiChen0903 