BUG: df.to_excel returns an error
Hello,

I run the sample script in pandas [to_excel documentation](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.to_excel.html). However, it throws an error.

#### Code Sample, a copy-pastable example

```python
# Your code here
df1 = pd.DataFrame([['a', 'b'], ['c', 'd']],
                   index=['row 1', 'row 2'],
                   columns=['col 1', 'col 2'])
df1.to_excel("output.xlsx")  
```

#### Problem description

Here is the screenshot of the issue:
![image](https://user-images.githubusercontent.com/23180334/81353467-01e0a500-907e-11ea-884f-c2dec2dd5b76.png)

Openpyxl installed while installing pandas through pip.
