Ok,

When I set my furnace to 64, the furnace starts at 63 and ends at 65. Like a normal furnace. But, when I set the temp to 70, the furnace never reaches 71. The furnace starts at 69 and the flame turns on for 5 minutes and then turns off. So the system runs for another 5 minutes. Then the flame turns on again and runs for 5 minutes, and the process goes over and over again. The furnace temp never reaches 71. Therefore, the furnace machine continually runs. It is not very efficient. What is the problem?

Couple of reasons possible. The upper limit switch could be set too low, the unit could be too small, you could have too many air leaks or poor insulation. When it gets very cold, there is a lot of heat transfer and some heaters have a hard time keeping up.