Courses to take for a statistics PhD
It certainly depends on what the school you're applying to and the career you'd like to have. If the school is heavily interested in pharmaceutical statistics for drug development in clinical trials, macroeconomics probably won't be the most important course for you to take. In general though, if you're heading for a PhD, it can't hurt to have a very broad background knowledge on the different application areas in which statistics is used.

I'll also mention that if a course is important to you, you should detail (in your admissions essay or other medium) why and how it helps you to be a better student in statistics. Macroeconomics isn't the same as probability theory, but if you make a convincing argument that your knowledge of macroeconomics has helped you to better understand the field of statistics, then the admissions committee will probably take that into consideration.