Fix failing tests with pandas>=2.2

[jorenham]

The failing tests were caused by an awkward DeprecationWarning in Pandas 2.2.0:

  E   DeprecationWarning: 
  E   Pyarrow will become a required dependency of pandas in the next major release of pandas (pandas 3.0),
  E   (to allow more performant data types, such as the Arrow string type, and better interoperability with other libraries)
  E   but was not found to be installed on your system.
  E   If this would cause problems for you,
  E   please provide us feedback at https://github.com/pandas-dev/pandas/issues/54466

See pandas-dev/pandas#54466