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This site has  specifics for different toyota models except for the sienna.

Other places say it could be any of many things.  Spark plugs. O2 sensors.  ECM.  

How do I narrow it down without spending all of mysavings replacing each of these things in turn?
Vehicle: 2002 toyota sienna

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For the P0420 code, the problem is most than likely the catalytic converter. In some rare occasions a bad O2 sensor could cause a catalytic converter code, but usually, if there is a problem with the O2 sensor, the ECM will set an O2 sensor code and not the catalytic converter.

Bad spark plugs could also cause a catalytic converter to fail and set the catalytic convert code, but before it set the code, the engine will run very rough.

Before replacing the catalytic converter, you could try using high octane gas for a couple of weeks, sometimes the high octane gas will clean the catalytic converter. Also, if you haven't replaced the spark plugs, you should replace them as part of the regular maintenance.

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