After reviewing the literature available for FFT, I saw very little documentation of employing FFT for macroeconomic data. Can you please give sources to utilize FFT using time-series data in R? Thank you for your time.
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You will not get the codez here. Search google for tutorial. – qwerty_so Feb 05 '15 at 18:34
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There are no solid tutorials for TS and FFT hence why I am here. – Economic Hedge Feb 05 '15 at 19:28
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You won't find them here either. This is not a tutorial place. Come here if you have some code which has an issue. – qwerty_so Feb 05 '15 at 19:30
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Don't waste your time with applying FFT's to macroeconomic data. If there are cycles in the data, then the only things to find is the fundamental frequency and probably a second harmonic. All else is noise.
An autocorrelation function is the (much) better tool here.
DrKoch
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I have a number of ACF models that I use to forecast macroeconomic data but was hoping to explore other models. Thank you for your answer. – Economic Hedge Feb 06 '15 at 16:45