Many data sets reside on the internet, particularly for examples and tutorials. It is very convenient to just read the dataset from the internet instead of having to manually save the file, copy the code, and change the path in the code to point to wherever the file was saved. Some packages (e.g., Stata and R) make this easy. For others, like SAS, it takes a bit more work. These macros show one way to do it and try to make the process a little simpler.