Stock Volatility: Investors will commonly discuss volatility in stocks, which is closely related to the variance in the stock return, or price. Using the Weekly data $($built$-$in dataset from R$),$let$$s explore whether returns in year $2008,$the year that $$The Great Recession$$began$,$ contained greater volatility than in returns in year $2005,$a year where the stock market was still on a relatively climb up to the peak reached in late $2007.$

What columns from the dataset are used to calculate weekly returns. Is it the Lag$1-$ Lag $5$ columns and the Today column? How many?