Fix broken tests RE: immutability error message

Author: shoyer

pandas/core/index.py

@@ -1055,7 +1055,7 @@ def __hash__(self):
         raise TypeError("unhashable type: %r" % type(self).__name__)
 
     def __setitem__(self, key, value):
-        raise TypeError("Indexes do not support mutable operations")
+        raise TypeError("Index does not support mutable operations")
 
     def __getitem__(self, key):
         """