EXCEL FAST FOURIER TRANSFORMS, DECEMBER COPPER DATA by Technical Analysis, Inc.
Here is the layout for preprocessing data and running a fast Fourier transform (FFT) in Excel. Column A
of the spreadsheet (sidebar Figure 8) is the date column. Our first date beginning with cell A4 is July 8,
1993, and the last date is November 18, 1993. The total number of periods is 95, which is entered into
cell B3. Column B represents the daily closing prices. Column C is a counter beginning with 1 and
ending with 95. This column is needed for other calculations. Column D is the trend calculation, the
linear least-squares regression line. This formula needs to be entered as an array (check your manual for
instructions) in cells D4 through D98.