DOC: fix SA01 for pandas.errors.DataError (#60279)

Author: tuhinsharma121

ci/code_checks.sh

@@ -120,7 +120,6 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
         -i "pandas.core.resample.Resampler.var SA01" \
         -i "pandas.errors.AttributeConflictWarning SA01" \
         -i "pandas.errors.ChainedAssignmentError SA01" \
-        -i "pandas.errors.DataError SA01" \
         -i "pandas.errors.DuplicateLabelError SA01" \
         -i "pandas.errors.IntCastingNaNError SA01" \
         -i "pandas.errors.InvalidIndexError SA01" \

pandas/errors/__init__.py

@@ -429,6 +429,11 @@ class DataError(Exception):
     For example, calling ``ohlc`` on a non-numerical column or a function
     on a rolling window.
 
+    See Also
+    --------
+    Series.rolling : Provide rolling window calculations on Series object.
+    DataFrame.rolling : Provide rolling window calculations on DataFrame object.
+
     Examples
     --------
     >>> ser = pd.Series(["a", "b", "c"])