The Danish real estate agency HOME has a database containing approximately 80,000 house prices for one-family houses under DKK 10 million for the period 2004-2016. The house prices (without all the additional information such as house size, address etc.) are available in the R data file Home.RData. If you download it you can load it using load("Home.RData") assuming you have saved it in the same directory the R code runs in. This will add the vector price to your work space. Alternatively, you can load it directly from the course website (this will download it every time you run the command, so make sure you have a decent internet connection):

load(url("http://asta.math.aau.dk/dan/static/datasets?file=Home.RData"))