example/regressions.py throws error
When I try to run `python example/regressions.py` it throws this error

```
Traceback (most recent call last):
  File "examples/regressions.py", line 12, in <module>
    dateRange = DatetimeIndex(start, periods=N)
  File "/Users/vyomkesh/code/pandas/pandas/util/decorators.py", line 88, in wrapper
    return func(*args, **kwargs)
  File "/Users/vyomkesh/code/pandas/pandas/tseries/index.py", line 240, in __new__
    data = list(data)
TypeError: 'datetime.datetime' object is not iterable
```
