Ensure that if we don't have an index, that we can create one from the
        passed value.

def _ensure_valid_index(self, value):
        """
        Ensure that if we don't have an index, that we can create one from the
        passed value.
        """
        # GH5632, make sure that we are a Series convertible
        if not len(self.index) and is_list_like(value):
            try:
                value = Series(value)
            except (ValueError, NotImplementedError, TypeError):
                raise ValueError('Cannot set a frame with no defined index '
                                 'and a value that cannot be converted to a '
                                 'Series')

            self._data = self._data.reindex_axis(value.index.copy(), axis=1,
                                                 fill_value=np.nan)