HiSo I tried running the p but i'm stuck as i get the following error: 
In download.file(url, destfile, method = method, quiet = quiet) :  cannot open 
URL 
'http://chart.yahoo.com/table.csv?s=DJI&a=2&b=13&c=2012&d=2&e=07&f=2017&g=d&q=q&y=0&z=DJI&x=.csv':
 HTTP status was '404 Not Found'

Here is the R code:
library(vars)library(tawny)library(quantmod)library(MASS)library(stats)library(DEoptim)library(sn)library(SkewHyperbolic)library(tseries)symbols<-getSymbols(c("^GSPC",
 "^DJI"))endDate <- Sys.Date()startDate <- endDate - as.difftime(52*5, 
unit="weeks")quoteType <- "Close"p <- do.call(cbind, lapply(symbols, 
get.hist.quote, start=startDate, end=endDate,  quote=quoteType))

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