My home electric Home heater/air conditioner when heating will reach the thermostat heat but will not shut off, I changed the thermostat but that didn't fix it, the air conditioneer will shut off when it reaches the proper temp. Could this be a relay?

If the main furnace inside the home will not shut off and it keeps making heat and running more than likely a heat sequencer or electric heat relay is defective. Many times this happens when the contacts weld together keeping the unit running until you shut off the main power.

Here's some pics...