Failing statsmodels tests on pandas master vs. 0.12.0
https://launchpadlibrarian.net/154849014/buildlog_ubuntu-trusty-i386.statsmodels_0.6.0~ppa18~revno-1486~ubuntu14.04.1_UPLOADING.txt.gz

```
======================================================================
ERROR: statsmodels.iolib.tests.test_foreign.test_genfromdta_datetime
----------------------------------------------------------------------
Traceback (most recent call last):
  File "/usr/lib/python2.7/dist-packages/nose/case.py", line 197, in runTest
    self.test(*self.arg)
  File "/usr/lib/python2.7/dist-packages/numpy/testing/decorators.py", line 146, in skipper_func
    return f(*args, **kwargs)
  File "/build/buildd/statsmodels-0.6.0~ppa18~revno/debian/python-statsmodels/usr/lib/python2.7/dist-packages/statsmodels/iolib/tests/test_foreign.py", line 139, in test_genfromdta_datetime
    pandas=True)
  File "/build/buildd/statsmodels-0.6.0~ppa18~revno/debian/python-statsmodels/usr/lib/python2.7/dist-packages/statsmodels/iolib/foreign.py", line 1049, in genfromdta
    args=(fmtlist[i],))
  File "/usr/lib/pymodules/python2.7/pandas/core/series.py", line 1978, in apply
    return self._constructor(mapped, index=self.index).__finalize__(self)
  File "/usr/lib/pymodules/python2.7/pandas/core/series.py", line 217, in __init__
    data = SingleBlockManager(data, index, fastpath=True)
  File "/usr/lib/pymodules/python2.7/pandas/core/internals.py", line 3295, in __init__
    block = make_block(block, axis, axis, ndim=1, fastpath=True)
  File "/usr/lib/pymodules/python2.7/pandas/core/internals.py", line 1806, in make_block
    return klass(values, items, ref_items, ndim=ndim, fastpath=fastpath, placement=placement)
  File "/usr/lib/pymodules/python2.7/pandas/core/internals.py", line 1412, in __init__
    values = tslib.cast_to_nanoseconds(values)
  File "tslib.pyx", line 1453, in pandas.tslib.cast_to_nanoseconds (pandas/tslib.c:22283)
TypeError: Cannot change data-type for object array.

======================================================================
ERROR: statsmodels.tsa.tests.test_arima.test_arma_predict_indices
----------------------------------------------------------------------
Traceback (most recent call last):
  File "/usr/lib/python2.7/dist-packages/nose/case.py", line 197, in runTest
    self.test(*self.arg)
  File "/build/buildd/statsmodels-0.6.0~ppa18~revno/debian/python-statsmodels/usr/lib/python2.7/dist-packages/statsmodels/tsa/tests/test_arima.py", line 975, in test_arma_predict_indices
    _check_start(*((model,) + case))
  File "/build/buildd/statsmodels-0.6.0~ppa18~revno/debian/python-statsmodels/usr/lib/python2.7/dist-packages/statsmodels/tsa/tests/test_arima.py", line 921, in _check_start
    start = model._get_predict_start(given, dynamic)
  File "/build/buildd/statsmodels-0.6.0~ppa18~revno/debian/python-statsmodels/usr/lib/python2.7/dist-packages/statsmodels/tsa/arima_model.py", line 562, in _get_predict_start
    start = super(ARMA, self)._get_predict_start(start)
  File "/build/buildd/statsmodels-0.6.0~ppa18~revno/debian/python-statsmodels/usr/lib/python2.7/dist-packages/statsmodels/tsa/base/tsa_model.py", line 130, in _get_predict_start
    self._set_predict_start_date(start)
  File "/build/buildd/statsmodels-0.6.0~ppa18~revno/debian/python-statsmodels/usr/lib/python2.7/dist-packages/statsmodels/tsa/base/tsa_model.py", line 105, in _set_predict_start_date
    start, self.data.freq)
  File "/build/buildd/statsmodels-0.6.0~ppa18~revno/debian/python-statsmodels/usr/lib/python2.7/dist-packages/statsmodels/tsa/base/datetools.py", line 78, in _date_from_idx
    return d1 + idx * _freq_to_pandas[freq]
  File "/usr/lib/pymodules/python2.7/pandas/tseries/offsets.py", line 193, in __radd__
    return self.__add__(other)
  File "/usr/lib/pymodules/python2.7/pandas/tseries/offsets.py", line 188, in __add__
    return self.apply(other)
  File "/usr/lib/pymodules/python2.7/pandas/tseries/offsets.py", line 1537, in apply
    return Timestamp(result)
  File "tslib.pyx", line 153, in pandas.tslib.Timestamp.__new__ (pandas/tslib.c:5375)
  File "tslib.pyx", line 773, in pandas.tslib.convert_to_tsobject (pandas/tslib.c:13113)
  File "tslib.pyx", line 858, in pandas.tslib._check_dts_bounds (pandas/tslib.c:14219)
OutOfBoundsDatetime: Out of bounds nanosecond timestamp: 2317-12-31 00:00:00
```

Did something change?
