Sometimes the Check Engine Light illuminates because the computer detects misfires. Subaru released an improved spark plug wire set to solve the problem. The ignition coil should also be inspected for carbon tracks or short circuits between the contacts
Problems for specific Subaru Impreza WRX years:
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Most reported 2006 Subaru Impreza WRX problems
The air pump rusts out causing the the valves to get stuck open or closed. This appears to happen more frequently around wet areas (snow or humid). There are two valves; for the first one all you need to remove is the inter-cooler, the second valve is between the intake manifold and engine block.