Index cannot be written with scipy.io.savemat
because i live dangerously and run master pretty much all the time i found this in some code of mine that saves indices to matlab files, the solution is to call `.values`, but it would be nice if we could not break this.

Here's a simple test:

``` python
import pandas as pd
import numpy as np
from scipy.io import savemat

idx = pd.Index(np.arange(10))

savemat('test.mat', {'idx': idx}, oned_as='column')
```

i'll look into fixing this
