I am testing for cointegration all the pairs from a set of 100 stocks. I run an Ordinary Least Square Regression on each pair and then I test for the existence of unit roots in the residuals. I am using the ADF test with no trend and no intercept. I am surprised that I found a big amount of pairs which the test on the residual rejected the null hypothesis of having a unit root, with p-values smaller than 0.01. Can I use the Dick Fuller Statistic to rank those pairs? All the series have the same length.