First, have you read the section of the RATS manuals on "Changing Date Frequencies" (it's Section 2.5 of the RATS Introduction if you have Version 8 )? If not, start there. As suggested there, you may want to use DISAGGREGATE (http://www.estima.com/forum/viewtopic.php?f=7&t=133
) rather than CHOWLIN, as the former incorporates the features of CHOWLIN, as well as other interpolation methods.
Either way, be sure to read the comments at the top of the procedure files for additional details on using the procedure.
With respect to your questions:
"Does oldser serie is 'Y'? and with which frenqency?"
Yes, if Y is the series you want to interpolate, that would be what you use for the "oldser" parameter. With respect to the frequency, you need to read the series in at the higher frequency (e.g., quarterly) per the approach described in the manuals. The important thing to note that there is that the source data file must have dates that RATS can read and process, so that it knows you are expanding the data from the frequency indicated on the file to the (higher) frequency specified by your CALENDAR instruction. Use the VERBOSE option on DATA to verify that this is working properly.
"What is the "list of related series in regression format" ? just a constant and X ?"
From your description, yes, you'd want X as one of those series. Whether or not you want the CONSTANT depends on which model you are choosing (again, see the procedure file for details).
"And, last question should I set FACTOR=2"