API: Index doesn't results in PeriodIndex if Period contains NaT

[sinhrks]

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

This improve Period handling a little.

• normal Index constructor can accept:
  • Period and NaT mixed input (result is PeriodIndex) Period version of #13477)
  • Period with multiple freq (result is object dtype)
• PeriodIndex.fillna can accept Period with different freq (result is object dtype)

The below describes the behavior on current master

# this should be PeriodIndex
pd.Index([pd.Period('2011-01', freq='M'), pd.NaT])
# Index([2011-01, NaT], dtype='object')

# this should be object dtype
pd.Index([pd.Period('2011-01', freq='M'), pd.Period('2011-01-01', freq='D')])
# pandas._period.IncompatibleFrequency: Input has different freq=D from PeriodIndex(freq=M)

# this should be object dtype
pd.PeriodIndex(['2011-01', 'NaT'], freq='M').fillna(pd.Period('2011-01-01', freq='D'))
# pandas._period.IncompatibleFrequency: Input has different freq=D from PeriodIndex(freq=M)