title: Best way to create a categorical column of month names with incomplete months
body: <p>I have a dataframe with a <code>'Date'</code> column.  I want to turn it into a categorical column that includes all months <code>Jan</code> to <code>Dec</code>.  However, my column many not have all months represented.</p>
  
  <p>Consider the dataframe <code>df</code></p>
  
  <pre><code>df = pd.DataFrame(dict(Date=pd.date_range('2011-03-31', periods=4, freq='Q')))
  
  df
  
          Date
  0 2011-03-31
  1 2011-06-30
  2 2011-09-30
  3 2011-12-31
  </code></pre>
  
  <hr>
  
  <p>I've tried</p>
  
  <pre><code>df.Date.dt.strftime('%b').astype('category')
  
  0    Mar
  1    Jun
  2    Sep
  3    Dec
  Name: Date, dtype: category
  Categories (4, object): [Dec, Jun, Mar, Sep]
  </code></pre>
  
  <p>You can see that only the four months in my column are represented as categories.  How do I get to</p>
  
  <pre><code>0    Mar
  1    Jun
  2    Sep
  3    Dec
  Name: Date, dtype: category
  Categories (12, object): [Jan, Feb, Mar, Apr, ..., Sep, Oct, Nov, Dec]
  </code></pre>