There is an extension SPSS GETURI DATA
available from SPSS that allows you to open up sav, excel, sas or Stata datasets from online.
Otherwise you can't do it directly, but you can use the HOST
command to set a prompt to download a file and then open it. Something like below (for my Windows machine after installing wget
):
HOST = ['cd "your drive here"','wget http://www.yoururl.com/yourfile.sav'].
And then you should be able to open the file using normal SPSS syntax.