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The Check Engine light on my 2002 Sport Trac just came on this week at about the 17,500 mile mark and will not go off. The truck is running great so I am not really sure what to begin to look for. The owners manual indicates temporary malfuncaitons that would case the engine light to illuminate are:
Out of gas - not my case
Poor fuel or water in fuel - have ran two tanks of gas through it since the light first came on
Fuel cap is not properly installed or securely tightened - no brainer... I made sure the fuel cap was secured
The Check Engine light coming on means that the vehicle's computer (PCM) has seen a reading outside of what it likes and has stored a code pertaining to what it saw. You will need to have the sytem scanned for codes which will tell you in what general direction you should be looking. You should still have warranty so take it to your dealer and get it fixed