DOC: fix doc build warnings

- indentation error in the option docstring
- link to options page that has moved
- select_dtypes docstring
TST: additional network error catching (test_html/test_spam_html)
Merge pull request #7713 from jorisvandenbossche/doc-fixes3

DOC: fix doc build warnings
DOC: fix problem with part of code example cut off

Probably a bug in the ipython directive, but for now just fixing by putting it in seperate code blocks (only the first def() rendered)
TST/REG/BUG: Make PeriodIndex work with Series objects
Merge pull request #7712 from cpcloud/period-index-constructor

BUG: PeriodIndex constructor doesn't work with Series objects
DOC: docstring for PeriodIndex
Merge pull request #7721 from cpcloud/period-index-docstring

DOC: docstring for PeriodIndex
DOC: clean up 0.14.1 whatsnew file