Have you checked the connections to the ECU, to make sure they are not loose. I had the same problem which was caused by the water supply pipe to the rear screen wash leaking onto the ECU. I disconnected all the plugs, gave them a spray of WD40 reconnected the plugs and all was well.
You don't say which Skyline you have but on my old R33 on long stretches of road, especially motorways or dual carriageways mine would come on too.
I was told this was due to the fact that as the front wheels had been turned much the system thought the car was stationary so would switch off, hence the light coming on.