Where could I find detailed data from stars? Like spectrum, x ray and so on ?
Because I would like to do some data analysis on it.
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The Sloan Digital Sky Survey website has a good page with lots of links on it to retrieve spectra in different ways, you can access it here. The most useful of these is probably this one. This is just one of many places you can search but its a good starting point if your just curious about analysing spectra and not too picky about the source.