Code 5 when starting car at -4F
 

My check engine light came on when starting my car yesterday morning at -4 F. I retrieved the code and it was code 5 for the EGR inoperative. The car is my 1994 E320 wagon. I've read the clear code procedure but my questioin is would very cold weather cause this or was it ready to fail anyway? Could it be ice clogging the EGR?

Not familiar with your car/engine but, wait & see if it does it again.
If you have a vacuum operated EGR, yes it may have had some accumulated moisture that froze in the line.
I remember years ago Chrysler had a terrible time with moisture freezing in the line to the MAP sensor.
When they re-located the sensor to the inside of the vehicles, the problem was solved.
Worst time of the year for moisture related problems is when the temperature bounces cold/mild.
;)