I even installed S-PLUS 8.0 in order to look for this - but Sdatasets doesn't seem to have been shipped in the base install. If anyone knows...

There's a copy of the dataset at http://www.math.ntu.edu.tw/~hchen/Prediction/timeseries1.htm...

There is lottery.number, lottery.payoff, lottery2, lottery3. Further info is provided in the 1988 book The new S language: a programming environment for data analysis and graphics by Becker, Chambers & Wilks.