BUG: Set frequency for empty Series
- [x] closes #14320 
- [x] tests added / passed
- [ ] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

Alternative to #14340

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/14458?src=pr&el=h1) Report
> Merging [#14458](https://codecov.io/gh/pandas-dev/pandas/pull/14458?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/211ecd5d829e6ff9019261680f1d4e6f1b193a13?src=pr&el=desc) will **decrease** coverage by `-0.03%`.
> The diff coverage is `100%`.


```diff
@@            Coverage Diff             @@
##           master   #14458      +/-   ##
==========================================
- Coverage   91.04%   91.02%   -0.03%     
==========================================
  Files         136      136              
  Lines       49088    49091       +3     
==========================================
- Hits        44694    44685       -9     
- Misses       4394     4406      +12
```


| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/14458?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/tseries/resample.py](https://codecov.io/gh/pandas-dev/pandas/compare/211ecd5d829e6ff9019261680f1d4e6f1b193a13...384e666a82f154ecec22bef5e6114435eb537f2c?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcmVzYW1wbGUucHk=) | `94.5% <100%> (+0.02%)` | :white_check_mark: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/compare/211ecd5d829e6ff9019261680f1d4e6f1b193a13...384e666a82f154ecec22bef5e6114435eb537f2c?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :x: |
| [pandas/tools/merge.py](https://codecov.io/gh/pandas-dev/pandas/compare/211ecd5d829e6ff9019261680f1d4e6f1b193a13...384e666a82f154ecec22bef5e6114435eb537f2c?src=pr&el=tree#diff-cGFuZGFzL3Rvb2xzL21lcmdlLnB5) | `91.78% <0%> (-0.35%)` | :x: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/compare/211ecd5d829e6ff9019261680f1d4e6f1b193a13...384e666a82f154ecec22bef5e6114435eb537f2c?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `81.87% <0%> (-0.19%)` | :x: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/compare/211ecd5d829e6ff9019261680f1d4e6f1b193a13...384e666a82f154ecec22bef5e6114435eb537f2c?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.82% <0%> (-0.1%)` | :x: |
| [pandas/core/common.py](https://codecov.io/gh/pandas-dev/pandas/compare/211ecd5d829e6ff9019261680f1d4e6f1b193a13...384e666a82f154ecec22bef5e6114435eb537f2c?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tbW9uLnB5) | `91.36% <0%> (+0.33%)` | :white_check_mark: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/14458?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/14458?src=pr&el=footer). Last update [211ecd5...384e666](https://codecov.io/gh/pandas-dev/pandas/compare/211ecd5d829e6ff9019261680f1d4e6f1b193a13...384e666a82f154ecec22bef5e6114435eb537f2c?el=footer&src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments). @sahildua2305 Can you update?
 Got busy with stuff. I will update this soon @jorisvandenbossche 
 can you rebase / update Yes, will do! can you rebase / update can you rebase / update thanks!