Possible Causes

WARNING: This page is about a different car, the 2002 Mazda B4000, 2002 Mazda B3000, and 2002 Mazda B2300. However, it is still accessible from the selected car via links, so may be relevant.

Possible causes are:

The vehicle is new from the factory and has not completed an OBD-II drive cycle.
Battery or PCM has been disconnected.
OBD-II monitor failure had occurred before completion of an OBD-II drive cycle.
PCM DTCs have been cleared with a scan tool as part of a service process.