Test joins and set ops with PeriodIndex-ed data
```
In [5]: idx
Out[5]: 
<class 'pandas.tseries.period.PeriodIndex'>
freq: D
[01-Jan-2000, ..., 20-Jan-2000]
length: 20

In [6]: idx.join(idx[:-5], how='inner')
Out[6]: 
Int64Index([730120, 730121, 730122, 730123, 730124, 730125, 730126, 730127,
       730128, 730129, 730130, 730131, 730132, 730133, 730134])

In [7]: idx.union(idx[:-5])
---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
/home/wesm/code/pandas/<ipython-input-7-e8f9b3613a4d> in <module>()
----> 1 idx.union(idx[:-5])

/home/wesm/code/pandas/pandas/core/index.pyc in union(self, other)
    496 
    497         # for subclasses
--> 498         return self._wrap_union_result(other, result)
    499 
    500     def _wrap_union_result(self, other, result):

/home/wesm/code/pandas/pandas/core/index.pyc in _wrap_union_result(self, other, result)
    500     def _wrap_union_result(self, other, result):
    501         name = self.name if self.name == other.name else None
--> 502         return type(self)(data=result, name=name)
    503 
    504     def intersection(self, other):

/home/wesm/code/pandas/pandas/tseries/period.pyc in __new__(cls, data, freq, start, end, periods, copy, name)
    518             else:
    519                 if freq is None:
--> 520                     raise ValueError('freq cannot be none')
    521 
    522                 if data.dtype == np.datetime64:

ValueError: freq cannot be none
```
