Check engine light on 1995 Volkswagen Golf

My check engine light keeps comming on and off. There is no loss in performance that I have noticed. My thoughts are O2 sensor or cat?

Asked by for the 1995 Volkswagen Golf
Check out the RepairPal article on the check engine light:

This gives you the basic things to look for an should help get you started.
1 more answer
In addition to matte's response, go to an Autozone or other local parts house, they should be able to scan the computer for codes for free - Tell us the codes, and we can assist further.