If EPC warning lamp illuminates continuously

WARNING: This page does not describe the selected car, but rather 8 other vehicles, including the 2002 Volkswagen Jetta, 2002 Volkswagen GTI, 2001 Volkswagen Jetta, 2001 Volkswagen GTI, and 2000 Volkswagen Jetta. However, it is still accessible from the selected car via links, so may be relevant.

Fig 1: Identifying Test Box V.A.G 1598/31 Connect To Control Module Wiring Harness

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Connect Adapter cable, 121 pin VAG 1598/31 to control module wiring. Do not connect engine control module.
Use wiring diagram to check wiring between jack 48 of test box and instrument panel for a short circuit to ground.

If the wiring is OK:

Replace engine control module: Refer to 24 MULTIPORT FUEL INJECTION (MFI)