In the description of the sunspots dataset (in statsmodels/datasets/sunspots/data.py at line 8) there's a link to the source of the dataset, which is no longer valid.
Thanks. I'll have to look a bit more when I have time but it looks like it's here.
I doubt many of these dataset links will be indefinitely persistent. It might just be enough to say the data are provided by NOAA/NGDC.
Closed by 378a6a4.