ENH: PeriodIndex now accepts pd.NaT
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

Related to #12759. `PeirodIndex` can be created from list/array which contains `pd.NaT`.

currently it raises:

```
pd.PeriodIndex([pd.NaT])
# ValueError: freq not specified and cannot be inferred from first element

pd.PeriodIndex([pd.Period('2011-01', freq='M'), pd.NaT])
# AttributeError: 'NaTType' object has no attribute 'ordinal'
```
