title: Pandas DataFrame.to_csv raising IOError: No such file or directory
body: <p>Hi: I am trying to use the <code>Pandas</code> <code>DataFrame.to_csv</code> method to save a <code>dataframe</code> to a <code>csv</code> file:</p>
  
  <pre><code>filename = './dir/name.csv'
  
  df.to_csv(filename)
  </code></pre>
  
  <p>However I am getting the error:</p>
  
  <pre><code>IOError: [Errno 2] No such file or directory: './dir/name.csv'
  </code></pre>
  
  <p>Shouldn't the <code>to_csv</code> method be able to create the file if it doesn't exist? This is what I am intending for it to do.</p>