Issue 1:
The corr() method attached to DataFrames is a great way to get a matrix of correlation coefficients. But for the Kendall and Spearman options, the p-value is discarded:

https://github.com/pydata/pandas/blob/8ac0e11b59b65f0ac898dca2beebde5f87836649/pandas/core/nanops.py#L510-L517

For a function called corr() this would certainly be expected behavior, but the problem remains that there is no other method (as far as I've been able to find) to get those significance values without going back to scipy and doing it myself.

Issue 2:
Code Sample, a copy-pastable example if possible

data = pd.read_stata("myfile.dta")
data = data.set_index(['country', 'year'])
data_delta = data.groupby('count').diff()

Problem description

Hi everyone! My first bug report :)

I'm having some problems with the .diff() argument, and first thought I was just being an idiot, but now I'm fairly confident I've isolated the bug.

Note, when I run this manually line-by-line it works fine, but I depend on this being inside a function (because I remove some columns before doing the differences and then reinstate them in a highly repetitive fashion).

For a long time I was on pandas 0.18.x and was using the following command fine:

data = data.groupby('country).diff().shift(-1)

But after upgrading to pandas 0.20.1, the behavior of diff seems to have changed, and now takes a periods argument, which is very useful to me! Now, the problem is I get thrown a error everytime I use it. The traceback looks like this:

Traceback (most recent call last):
File "/Users/myname/anaconda/lib/python2.7/site-packages/IPython/core/interactiveshell.py", line 2881, in run_code
exec(code_obj, self.user_global_ns, self.user_ns)
File "<ipython-input-7-5e1d634b8803>", line 1, in <module>
dat = feature_expand(data_everything, lags=2, lag_y=True, delta=True)
File "<ipython-input-3-184a59b406db>", line 126, in feature_expand
data_delta = data_delta.diff()
File "<string>", line 21, in diff
File "/Users/myname/anaconda/lib/python2.7/site-packages/pandas/core/groupby.py", line 612, in wrapper
*args, **kwargs)
File "/Users/myname/anaconda/lib/python2.7/site-packages/pandas/core/groupby.py", line 3481, in _aggregate_item_by_item
raise errors
TypeError: diff() got an unexpected keyword argument 'axis'

Following the traceback I find a wrapper function in groupby.py under, _GroupBy._make_wrapper().wrapper, which says it does some "trickery for aggregation functions that need an axis", and seems to add the axis keyword argument by itself. This has probably been useful behaviour previously, but now it breaks .diff() as it doesn't take an axis argument anymore.

I hope someone has time to help me and the community with this.

Cheers :)

Expected Output

A dataframe of country-level first differences.

Output of pd.show_versions()

INSTALLED VERSIONS

commit: None

python: 2.7.13.final.0

python-bits: 64

OS: Darwin

OS-release: 16.7.0

machine: x86_64

processor: i386

byteorder: little

LC_ALL: None

LANG: None

LOCALE: None.None

pandas: 0.20.1

pytest: 2.9.2

pip: 9.0.1

setuptools: 35.0.2

Cython: 0.24.1

numpy: 1.13.1

scipy: 0.19.1

xarray: None

IPython: 5.1.0

sphinx: 1.4.6

patsy: 0.4.1

dateutil: 2.6.1

pytz: 2017.2

blosc: None

bottleneck: 1.1.0

tables: 3.2.3.1

numexpr: 2.6.2

feather: None

matplotlib: 2.0.2

openpyxl: 2.3.2

xlrd: 1.0.0

xlwt: 1.1.2

xlsxwriter: 0.9.3

lxml: 3.7.3

bs4: 4.5.3

html5lib: 0.9999999

sqlalchemy: 1.1.9

pymysql: 0.7.9.None

psycopg2: 2.7.1 (dt dec pq3 ext lo64)

jinja2: 2.8

s3fs: None

pandas_gbq: None

pandas_datareader: None