You must wire it correclty in order for it to work.

You need the yellow wire connected to constant 12v power, the orange wire connected to ignition-switched 12v power, and the blue wire connected to your amplifier's blue wire. Also check the fuses on the wires and the car's fuse box.

This is basic "car-stereo-101" stuff, so please grab this document for information on how to install car stereos in general.
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Tony Fabris