Engine light come on often and goes out on 2000 Mercedes-Benz E430

Why does the engine light come on and go off?

This can happen for a number of reasons. Check out the RepairPal article on the check engine light: and also the common problems page for your car:

You may find what you need there.
1 more answer
It is a warning light that is illuminated when there is a problem with the EMISSION SYSTEM only. Emission system being the pollution control system.