ok i am working on this 02 wrx ,doing alot of up grades to it .(2.5 bottom end .bigger injectors, ballbaering turbo ,jdm intakemanifold,and alot of other little things) it runs fine for a little. when you drive it every things is fine for like 15min , then it fall on its face for alittle bit but a cuople min latter it will clear back up .i think it could have to do with the removel of the tgv,s and not being tuned but not to sure, he also has a cob tuner in it that could be it as well, not to sure

 

I would definatley get it tuned. Is the muffler black or white?

and see what CEL codes it throws at you?