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In the code you provide, the figure is saved in svg format.

Instead, you might want to save it to png format and then include it in your latex document.

The following works for me.

\documentclass[a4paper]{article}
\usepackage{sagetex}
\usepackage{graphicx}
\begin{document}%
\pagestyle{empty}

\begin{sagesilent}
import numpy as np
from scipy.fftpack import fft,ifft
N1 = 16
n1 = np.linspace(0.0,16,N1)
y = np.array([np.cos(((2.0 * np.pi*i))/N1) for i in range (0,N1)])
yf = fft(y)
import matplotlib
import matplotlib.pyplot as plt
fig = plt.figure(2)
ax = fig.add_subplot(221)
plt.plot(n1,y)
ay = fig.add_subplot(222)
p = plt.plot(n1,yf)
g = plt.savefig("test.png", format="png")
plt.close(fig)
\end{sagesilent}

\includegraphics[scale=0.6]{test.png}

\end{document}

In the code you provide, the figure is saved in svg format.

Instead, you might want to save it to png format and then include it in your latex document.

The following works for me.

\documentclass[a4paper]{article}
\usepackage{sagetex}
\usepackage{graphicx}
\begin{document}%
\pagestyle{empty}

\begin{sagesilent}
import numpy as np
from scipy.fftpack import fft,ifft
fft, ifft
N1 = 16
n1 = np.linspace(0.0,16,N1)
np.linspace(0.0, 16, N1)
y = np.array([np.cos(((2.0 * np.pi*i))/N1) np.pi * i))/N1) for i in range (0,N1)])
(0, N1)])
yf = fft(y)
from matplotlib import matplotlib
import matplotlib.pyplot pyplot as plt
fig = plt.figure(2)
ax = fig.add_subplot(221)
plt.plot(n1,y)
ay = plt.plot(n1, y)
fig.add_subplot(222)
p = plt.plot(n1,yf)
g = plt.plot(n1, yf)
plt.savefig("test.png", format="png")
plt.close(fig)
\end{sagesilent}

\includegraphics[scale=0.6]{test.png}

\end{document}