ENH: PeriodIndex now accepts pd.NaT

[sinhrks]

• tests added / passed
• passes git diff upstream/master | flake8 --diff
• 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'

[codecov-io]

Current coverage is 84.25%

Merging #13430 into master will increase coverage by <.01%

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[jreback]

are these only integers at this point? e.g. we normally use a very generic check for NaT, is_null_datetimelike

[jreback]

I see that this is possible to be called with both int64 and object types so for sure need to check all cases here

[jreback]

lgtm. ping on green.

[jreback]

ty sir!