With a gutted cat or test pipe, the secondary o2 sensor with throw a CEL because it thinks your cat is not working. You have 3 options - live with the orange light staring back at you, make a mechanical o2 fix out of two spark plug foulers, or you can get an electronic o2 simulator and wire it in so it tricks the o2 sensor into thinking the cat is working properly.
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2005 s2000