Regarding the working of regression analysis in SPSS for the given data.
A. Run regressions on the 30-year and 5-year rates using only past information from the individual series.
B. Now run a Vector Auto-regression of the two interest rates together.
You should run a version for levels and a version for first differences.
A Vector Auto-regression involves running two regressions, one for each interest rate as a dependent variable, on the lags of both interest rates.
You can run a test for "Granger-causality" by examining whether any of the lags of other interest rate help describe the current behaviour of the first interest rate.