[R-SIG-Finance] Removing the seasonality of a time series with FFT

[Robert Meier]

I'm trying to remove the seasonality from a time series with FFT. For example, I'd like to remove the yearly seasonality from a time series and estimate the parameters (amplitude, frequency, phase).

I'm having problems with the estimation of the correct phase parameters. Could somebody help me out? Thanks in advance.

P.S. For testing, for example the sunspot series could be used:
test=read.table("http://www.stat.pitt.edu/stoffer/tsa2/data/sunspots.dat")
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