DOC: pandas.DateTimeIndex.to_frame
Checklist for the pandas documentation sprint (ignore this if you are doing
an unrelated PR):

- [ X] PR title is "DOC: pandas.DateTimeIndex.to_frame"
- [X ] The validation script passes: `./scripts/validate_docstrings.py pandas.DatetimeIndex.to_frame`
- [ X] The PEP8 style check passes: `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [X ] The html version looks good: `python doc/make.py --single pandas.DatetimeIndex.to_frame`
- [ X] It has been proofread on language by another sprint participant

Please include the output of the validation script below between the "```" ticks:

```
################################################################################
################## Docstring (pandas.DatetimeIndex.to_frame)  ##################
################################################################################

Create a DataFrame with a column containing the Index.

.. versionadded:: 0.21.0

Parameters
----------
index : boolean, default True
    Set the index of the returned DataFrame as the original Index.

Returns
-------
DataFrame
    DataFrame containing the original Index data.

Examples
--------
>>> idx = pd.Index(['Ant', 'Bear', 'Cow'], name='animal')
>>> idx.to_frame()
    animal
animal       
Ant       Ant
Bear     Bear
Cow       Cow

By default, the original Index is reused. To enforce a new Index:

>>> idx.to_frame(index=False)
    animal
0   Ant
1  Bear
2   Cow

Application to datetimes

>>> dt = ['04/27/2008 05:28 AM', '04/22/2008 07:19 AM',
...       '10/09/2008 01:44 PM', '12/25/2008 09:50 AM',
...       '08/19/2008 07:30 PM', '03/07/2008 11:04 PM',
...       '12/22/2008 12:08 PM', '07/01/2008 05:36 AM', 
...       '09/06/2008 04:53 AM', '01/23/2008 07:43 PM']
>>> con_dt = pd.to_datetime(dt)
>>> df = con_dt.to_frame(index=True)
>>> df[0]
2008-04-27 05:28:00   2008-04-27 05:28:00
2008-04-22 07:19:00   2008-04-22 07:19:00
2008-10-09 13:44:00   2008-10-09 13:44:00
2008-12-25 09:50:00   2008-12-25 09:50:00
2008-08-19 19:30:00   2008-08-19 19:30:00
2008-03-07 23:04:00   2008-03-07 23:04:00
2008-12-22 12:08:00   2008-12-22 12:08:00
2008-07-01 05:36:00   2008-07-01 05:36:00
2008-09-06 04:53:00   2008-09-06 04:53:00
2008-01-23 19:43:00   2008-01-23 19:43:00
Name: 0, dtype: datetime64[ns]

See Also
--------
pandas.Series.to_frame : Convert Series to DataFrame

################################################################################
################################## Validation ##################################
################################################################################

Docstring for "pandas.DatetimeIndex.to_frame" correct. :)
```

If the validation script still gives errors, but you think there is a good reason
to deviate in this case (and there are certainly such cases), please state this
explicitly.

