Question: (9p) Start with the data supplied with this problem set, which reflects the work through problem set 3. The goal of this step is to

(9p) Start with the data supplied with this problem set, which reflects the work through problem set 3. The goal of this step is to create eight new indicator variables. Devise a naming scheme such that each variable name reflects two pieces of information, 1) whether it relates to up markets or down markets, and 2) whether it is for the contemporaneous month, one month prior, two months prior or three months prior. Thus, there will be four new variables relating to up markets (contemporaneous, 1 lag, 2 lag, 3 lag) and four relating to down markets

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