Description
You can't seem to create a time delta index, even if you force object dtype:
In [4]: td = pd.Series([np.timedelta64(10000), pd.NaT], dtype='timedelta64[ns]')
In [5]: pd.Index(td)
Out[5]: Int64Index([10000, -9223372036854775808], dtype='int64')
In [6]: pd.Index(td, dtype= 'timedelta64[ns]')
Out[6]: Int64Index([10000, -9223372036854775808], dtype='int64')
related to #7423
Perhaps there is already an issue for this?