As the others have said, newage Imprezas have a powered aerial. On my wagon it's part of the nearside rear window, not sure where it is on a saloon.
Some aftermarket head units already have this built in - luckily mine did but it sounds like yours might not have. I'm 90% sure the power antenna connection is a blue wire on an iso harness. This will need to be connected to an ignition live wire so that it doesn't stay on all the time and flatten the battery. Basically just agreeing with chrisw above.
Dave