协整检验结果如下 存在协整关系 但协整方程好像有点夸张 请问问题会出在哪里

Unrestricted Cointegration Rank Test (Trace)   
   
Hypothesized  Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
   
None *  0.711421  65.02860  29.79707  0.0000
At most 1 *  0.544416  26.50224  15.49471  0.0008
At most 2  0.066426  2.130779  3.841466  0.1444
   
Trace test indicates 2 cointegrating eqn(s) at the 0.05 level   
* denotes rejection of the hypothesis at the 0.05 level   
**MacKinnon-Haug-Michelis (1999) p-values   
   
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)   
   
Hypothesized  Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
   
None *  0.711421  38.52636  21.13162  0.0001
At most 1 *  0.544416  24.37146  14.26460  0.0009
At most 2  0.066426  2.130779  3.841466  0.1444
   
Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level   
* denotes rejection of the hypothesis at the 0.05 level   
**MacKinnon-Haug-Michelis (1999) p-values   
   
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):     
   
INVD STO TTF  
0.000917 -3.364075 -1.129234  
-0.003396  108.3322 -110.0995  
-0.002534  24.18570 -24.96412  
   
   
Unrestricted Adjustment Coefficients (alpha):     
   
D(INVD)  69.33592  156.9376  99.51230
D(STO)  0.041483 -0.028273  0.009316
D(TTF)  0.042718 -0.025721  0.007631
   
   
1 Cointegrating Equation(s):   Log likelihood -59.08131
   
Normalized cointegrating coefficients (standard error in parentheses)   
INVD STO TTF  
1.000000 -3667.766 -1231.175  
  (12005.3)  (12584.4)  
   
Adjustment coefficients (standard error in parentheses)   
D(INVD)  0.063595   
  (0.14366)   
D(STO)  3.80E-05   
  (1.9E-05)   
D(TTF)  3.92E-05   
  (1.7E-05)   
   
   
2 Cointegrating Equation(s):   Log likelihood -46.89557
   
Normalized cointegrating coefficients (standard error in parentheses)   
INVD STO TTF  
1.000000  0.000000 -5602.987  
   (1190.49)  
0.000000  1.000000 -1.191955  
   (0.03999)  
   
Adjustment coefficients (standard error in parentheses)   
D(INVD) -0.469360  16768.14  
  (0.51525)  (15875.6)  
D(STO)  0.000134 -3.202397  
  (6.4E-05)  (1.98138)  
D(TTF)  0.000127 -2.930081  
  (5.8E-05)  (1.78522)