Split pandas dataframe index
<p>I have a pretty big dataframe with column names categories (foreign trade statistics), while the index is a string containing the country code AND the year: w2013 meaning <em>World</em>, year 2013, r2015 meaning <em>Russian Federation</em>, year 2015.</p>

<pre><code>Index([u'w2011', u'c2011', u'g2011', u'i2011', u'r2011', u'w2012', u'c2012',
   u'g2012', u'i2012', u'r2012', u'w2013', u'c2013', u'g2013', u'i2013',
   u'r2013', u'w2014', u'c2014', u'g2014', u'i2014', u'r2014', u'w2015',
   u'c2015', u'g2015', u'i2015', u'r2015'],
  dtype='object')
</code></pre>

<p>What would be the easiest way to make a multiple index for plotting the various columns - I need a column plotted for each country and each year?</p>