I would assume you'd hook a sensor to it (either a voltmeter or just a simple light that lights up when it gets signal), if the relay is getting a signal from whatever is supposed to turn it on but the function isn't turning on, the relay's probably bad. You don't hear of many relays failing but I'm sure it happens.
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Andy - Reinstated
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'06 Subaru Legacy Spec B - Stock, for now
'98 Civic EX - CTR headlights and grill, Kosei K1's, for sale
'90 240SX - SR20DET that will never get installed, project car.