[r] import dat file into R

The dat file has some lines of extra information before the actual data. Skip them with the skip argument:

read.table("http://www.nilu.no/projects/ccc/onlinedata/ozone/CZ03_2009.dat", 
           header=TRUE, skip=3)

An easy way to check this if you are unfamiliar with the dataset is to first use readLines to check a few lines, as below:

readLines("http://www.nilu.no/projects/ccc/onlinedata/ozone/CZ03_2009.dat", 
          n=10)
# [1] "Ozone data from CZ03 2009"   "Local time: GMT + 0"        
# [3] ""                            "Date        Hour      Value"
# [5] "01.01.2009 00:00       34.3" "01.01.2009 01:00       31.9"
# [7] "01.01.2009 02:00       29.9" "01.01.2009 03:00       28.5"
# [9] "01.01.2009 04:00       32.9" "01.01.2009 05:00       20.5"

Here, we can see that the actual data starts at [4], so we know to skip the first three lines.

Update

If you really only wanted the Value column, you could do that by:

as.vector(
    read.table("http://www.nilu.no/projects/ccc/onlinedata/ozone/CZ03_2009.dat",
               header=TRUE, skip=3)$Value)

Again, readLines is useful for helping us figure out the actual name of the columns we will be importing.

But I don't see much advantage to doing that over reading the whole dataset in and extracting later.