pivot_annual returns null values
The data info

```
ts_monthly.dtype
Out[41]: dtype('float64')

 ts_monthly.shape
Out[43]: (216,)

 ts_monthly.index
Out[44]: 
<class 'pandas.tseries.index.DatetimeIndex'>
[1994-01-31 00:00:00, ..., 2011-12-31 00:00:00]
Length: 216, Freq: M, Timezone: None

```

The data returns when pivoted to annual null values:

```
from pandas.tseries.util import pivot_annual

ts_monthly_ann = pivot_annual(ts_monthly)

ts_monthly_ann
Out[40]: 
<class 'pandas.core.frame.DataFrame'>
Int64Index: 18 entries, 1994 to 2011
Data columns:
1     18  non-null values
2     18  non-null values
3     18  non-null values
4     18  non-null values
5     18  non-null values
6     18  non-null values
7     18  non-null values
8     18  non-null values
9     18  non-null values
10    18  non-null values
11    18  non-null values
12    18  non-null values
dtypes: float64(12)
```

What could be wrong?
