Burner won't shut off when temp is reached

Usually that is a thermostat problem. But it can also be a relay contained in the furnace safety device. IE cad cell primary or stack switch. To test remove one of the thermostat wires off the burner control. If it shuts off you have found a bad thermostat on a pinched thermostat wire. If it keeps running then you have a bad primary or stack control depending on what kind of safety device came on the unit.