Please tell me how do I interpret the results of cross-correlation in JMP??

[#1]

First for sample data: go to help, select sample data library; inside the Time Series folder open SeriesJ.

Analyze>Specialized Modeling>TimeSeries

Put Output CO2 as the Y, Input Gas Rate as the X

From the Transfer Function red triangle select Cross Correlation.

The result is a graph of the lag and cross-correlation functions.
I can see that the cross-correlation function has the highest value at lag 5, indicating a negative correlation. How do I analyze whether this is statistically significant or not?

What do blue lines mean in the graph?

#cross-correlation

[#2]

Your example is not a valid time series. The variable in the X role represents time, which should be strictly ascending and equally spaced values.