error in to_pickle 
Hi, 
I think there is a bug in `to_pickle`

```
>>> data = pd.read_hdf(DG.load_path + 'time_series/PSI_TS_after_alignment_and_reshaping.h5', 'table')
>>> data.shape
(1006, 288095)
>>> data.to_pickle(DG.load_path + 'time_series/PSI_TS_after_alignment_and_reshaping2.pkl')
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/Users/donbeo/MyApps/phd_python/lib/python3.4/site-packages/pandas/core/generic.py", line 994, in to_pickle
    return to_pickle(self, path)
  File "/Users/donbeo/MyApps/phd_python/lib/python3.4/site-packages/pandas/io/pickle.py", line 14, in to_pickle
    pkl.dump(obj, f, protocol=pkl.HIGHEST_PROTOCOL)
OSError: [Errno 22] Invalid argument
>>> pd.version.version
'0.16.2'
>>> 
```
