REDFIT: estimating red-noise spectra directly from unevenly spaced paleoclimatic time series

Paleoclimatic time series are often unevenly spaced in time, making it difficult to obtain an accurate estimate of their red-noise spectrum. A Fortran 90 program (REDFIT) is presented that overcomes this problem by fitting a first-order autoregressive (AR1) process, being characteristic for many climatic processes, directly to unevenly spaced time series. Hence, interpolation in the time domain and its inevitable bias can be avoided. The program can be used to test if peaks in the spectrum of a time series are significant against the red-noise background from an AR1 process. Generated and paleoclimatic time series are used to demonstrate the capability of the program.

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