I have a Yorx Natural gas furnace. When I turn it on by the thermostat, the pilot warms up, the gas lites and air begins to blow for a few seconds. Then the gas shuts off and the system continues to blow only cold air.

What is the problem?

How long do the burners stay lit? If about 15-20 seconds it is a dirty flame sensor. If it stays on a few minutes, its probably poor airflow, filter, blower, obstruction in the return air to furnace.