Well if the power is coming on and off… yes, you have three wires to look at then:
Black: ground, make sure it’s grounded well or that would cause it to come on then off again
Red: Switched 12v source (not a constant like violator suggested. The way he did it, you’d have to physically turn your player on and off even when the key is not in the car)
Yellow (sometimes orange): 12v constant, this wire will get constant battery power, hence the name. It will allow your player to retain it’s memory, aka, where the cd left off, all your EQ settings etc.
Basically check those 3 wires. You will find something fucked up. If the wires aren’t, your head unit is.
If you are still not figuring it out, call me 316-8454 and you could prolly swing by my hizzouse and I’ll hook it up. But I want $$ if you want my time.