Pandas 15.0:  TypeError: can't pickle busdaycalendar objects
Using the documentation's own CustomBusinessDay example, you can no longer save objects with a CustomBusinessDay frequency to an HDF store in Pandas 15.0 Final (but worked in 14.1):

``` python
import pandas as pd
import numpy as np
from pandas.tseries.offsets import CustomBusinessDay
from datetime import datetime
weekmask_egypt = 'Sun Mon Tue Wed Thu'
holidays = ['2012-05-01', datetime(2013, 5, 1), np.datetime64('2014-05-01')]
bday_egypt = CustomBusinessDay(holidays=holidays, weekmask=weekmask_egypt)
dt = datetime(2013, 4, 30)
dts = pd.date_range(dt, periods=5, freq=bday_egypt)
s = (pd.Series(dts.weekday, dts).map(pd.Series('Mon Tue Wed Thu Fri Sat Sun'.split())))
store = pd.HDFStore('test.hdf')
store.put('test',s)
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/usr/local/lib/python2.7/site-packages/pandas/io/pytables.py", line 831, in put
    self._write_to_group(key, value, append=append, **kwargs)
  File "/usr/local/lib/python2.7/site-packages/pandas/io/pytables.py", line 1280, in _write_to_group
    s.write(obj=value, append=append, complib=complib, **kwargs)
  File "/usr/local/lib/python2.7/site-packages/pandas/io/pytables.py", line 2557, in write
    self.write_index('index', obj.index)
  File "/usr/local/lib/python2.7/site-packages/pandas/io/pytables.py", line 2316, in write_index
    node._v_attrs.freq = index.freq
  File "/usr/local/lib/python2.7/site-packages/tables/attributeset.py", line 455, in __setattr__
    self._g__setattr(name, value)
  File "/usr/local/lib/python2.7/site-packages/tables/attributeset.py", line 397, in _g__setattr
    self._g_setattr(self._v_node, name, stvalue)
  File "hdf5extension.pyx", line 700, in tables.hdf5extension.AttributeSet._g_setattr (tables/hdf5extension.c:6623)
  File "/usr/local/Cellar/python/2.7.8/Frameworks/Python.framework/Versions/2.7/lib/python2.7/copy_reg.py", line 70, in _reduce_ex
    raise TypeError, "can't pickle %s objects" % base.__name__
TypeError: can't pickle busdaycalendar objects


>>> pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 2.7.8.final.0
python-bits: 64
OS: Darwin
OS-release: 13.4.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: en_US.UTF-8
LANG: en_US.UTF-8

pandas: 0.15.0
nose: 1.3.1
Cython: 0.20.2
numpy: 1.8.1
scipy: 0.14.0
statsmodels: None
IPython: 2.2.0
sphinx: None
patsy: None
dateutil: 2.2
pytz: 2014.4
bottleneck: 0.8.0
tables: 3.1.1
numexpr: 2.4
matplotlib: 1.3.1
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
rpy2: None
sqlalchemy: None
pymysql: None
psycopg2: None
```
