Why does my furnace continuously kick in and out.

You might have what is called a pulse system. I have this type of heat and it drives me nutty. The heat comes on and off and does this for about 4-5 minutes and then stops until it cycles again in an hour or so. My a/c comes on and stays on and then stops at the end of the cycle. There is nothing short of changing out your furnace that you can do to stop this pulse from happening. I even called up my furnace manufacturer and was told "it's supposed to do this" but they didn't tell me that it was a pulse type furnace until I had it repaired and found out the proper name for this furnace type.

More info would be a great help,, like name brand, model numbers,type of system(gas,electric,oil),, and maybe get in front of furnace and see what the steps its going through and when it stops working to start all over again,, we might can help you, but first you must help us