I can light the thermocouple and start the furnace but when the furnace reaches the thermostat temp it shuts down and the pilot goes off. Do I need a new furnace

My furnace starts up and will run till house is warm then shut off then will start up right up I have carrier

I think your thermocouple is going bad. First of all you can't light a thermocouple. The gas pilot light is what gets lit. The thermocouple senses the pilot light that's burning and lit and that heats up the thermocouple and allows the gas valve to open and fire up the furnace.

Also check for drafts around the poled light and that can blow out the pilot light. The furnace seems fine. It's the gas valve and the thermocouple that's giving you the problems. Replace thermocouple its cheap and then you know its good on that end as long as the gas valve is doing its job and that can be replaced also and not a furnace. A furnace can shut down the gas valve on a safety issue but normally the poled stays lit and the safety is in the incoming part of the gas valve to fire up the actual furnace

Signed 21 Boat

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The pilot orifice could also be partially restricted not allowing a good flame for the pilot to stay lit. This will require the pilot assembly to be removed and the orifice cleaned. Usually this is beyond the average homeowners ability.

May also be able to adjust pilot on gas valve. However, if oriface is plugged, as hvac suggested, this will most likely not help.
If you don't feel comfy working on this yourself, then I would call in a tech, they should be able to fix the problem, and there should be no need to replace furnace(unless you are already leaning toward an upgrade for better efficeincy). Let us know what you decide.