2000 Mercury Marquis Check Engine Light Issue

I have a 2000 Mercury Marquis. When the temps were -20+ I went out and started the car often letting it run at 20 minute intervals. On the last day of the cold spell the check engine light stayed on. I did check the gas cap and it was fine. 4 days later it went off by itself. I didn’t fill it with gas until after it went off. What would cause this?

It had come on before and we reset the computer and it stayed off for months until this happened. I only drive it maybe 4 miles a day.