HI,

You can download scrip from:

http://faculty.washington.edu/ezivot/MFTS2ndEditionScripts.htm

The following contents are included in the Website:

The following S-PLUS script files were used to create the examples presented in the book. The use of the script files requires S-PLUS 7.0 and  S+FinMetrics™ 2.0. See the S+FinMetrics page for information about how to acquire S-PLUS 7.0 and S+FinMetrics™. Almost all of the data required for the examples is included with the S+FinMetrics 2.0 module. Some additional functions used in Chapter 20, and some additional data required for the examples in Chapter 22 and Chapter 23 are provided.

finmetric包里面不是有吗？

楼上说的对，你载入finmetric那个包，自然数据也就载入了