Thank you xwd, but really I have no ideas how it should look like. I guess that it should be a standard procedure, but haven't found something similar to it. I have code from where this procedure called
CALL DENEST(TEMPN,N,DLO,DHI,WIN,FT,SMOOTH,M,ICAL,IFAULT)
where TEMPN(N), FT(M), SMOOTH(M) are arrays of real numbers and other parameters are real numbers.