Warning Augmented Dickey Fuller test I am testing stationarity in data and I got warning in the Dickey-Fuller test about p-values which is following: p-value smaller than printed p-value. First I plot the data in the graph:

Then I applied Dickey-Fuller test and the result is following:
    Augmented Dickey-Fuller Test

data:  yield_to_maturity
Dickey-Fuller = -8.6694, Lag order = 8, p-value = 0.01
alternative hypothesis: stationary

Warning message:
In adf.test(yield_to_maturity) :
  p-value smaller than printed p-value

Is there anything wrong with my data or should I ignore this warning?

No, there is nothing wrong. You are simply notified that the actual p-value is smaller than 0.01. Think of it as rounding up from whatever the actual value is to 0.01. And clearly, your time series does not have a unit root. This is visible from the graph.
