DatetimeIndex.intersection should preserve timezone

[sboehler]

pandas' intersection method on DatetimeIndex should preserve the timezone. I had some cases where it works, and some where it doesn't. Example that does not work:

In [75]: a = pd.date_range('2012-01-01', '2012-01-20', freq='D', tz='CET')

In [76]: b = pd.date_range('2012-01-01', '2012-01-19', freq='D', tz='CET')

In [77]: a.intersection(b)
Out[77]: 
<class 'pandas.tseries.index.DatetimeIndex'>
[2011-12-31 23:00:00, ..., 2012-01-18 23:00:00]
Length: 19, Freq: D, Timezone: None

In [78]: pd.__version__
Out[78]: '0.12.0'

I would expect Timezone: CET in the output of line [77], and the times to be correctly displayed in CET.