Authorities urged residents in Watertown, Newton, Waltham, Belmont, Cambridge and the Allston-Brighton neighborhoods of Boston to stay indoors. All mass transit was shut down and businesses were asked not to open Friday. People waiting at bus and subway stops were told to go home. “We believe this to be a terrorist,” said Boston Police Commissioner Ed David of the suspect on the loose. “We believe this to be a man who’s come here to kill people. We need to get him in custody.”