When I turn the thermostat to heat, at first it would come on for a few seconds and quickly shut off but no it doesn't come on at all. When I put it on cool, it works fine. Please help me with this issue.

When I turn the thermostat to heat, at first it would come on for a few seconds and quickly shut off but no it doesn't come on at all. When I put it on cool, it works fine. Please help me with this issue.
I have a Goodman GMS8, GDS8, or GHS8 Gas Fired Warm Air Furnace Single Stage, also.