pd.Series to_csv method does not recognize "compression"
There looks like something is wrong with the `compression` argument in `to_csv` for`pd.Series` but `pd.DataFrame`.  This error is also in 0.20.3.
```python
In [1]: Se_tmp = pd.Series(list("ACGT"))
   ...: Se_tmp.to_csv("~/test.tsv.gz", sep="\t", compression="gzip")
   ...:
---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-1-de7ce483228f> in <module>()
      1 Se_tmp = pd.Series(list("ACGT"))
----> 2 Se_tmp.to_csv("~/test.tsv.gz", sep="\t", compression="gzip")

TypeError: to_csv() got an unexpected keyword argument 'compression'

In [2]: Se_tmp.to_frame("testing_column").to_csv("~/test.tsv.gz", sep="\t", compression="gzip")

In [3]: pd.__version__
Out[3]: '0.21.1'
```