Set up a kingdom. Many commentators have attempted to make this detail of the prophecy a prediction of the first advent of Christ and the subsequent conquest of the world by the gospel. But this “kingdom” was not to exist contemporaneously with any of those four kingdoms; it was to succeed the iron-and-clay phase, which had not yet come when Christ was here on earth. The kingdom of God was still future at the time, as He clearly stated to His disciples at the Last Supper (Matt. 26:29). It is to be set up when Christ comes at the last day to judge the living and the dead (2 Tim. 4:1; cf. Matt. 25:31—34).