I don't know... this cold I have is blocking my ability to read your mind... so more information would help anyone venture a guess what your problem might be.

Just had a new 90% eff furnace put in Dec. 2010 We turn the heat down at night to 70 degrees. In the morning we turn it up to 74 degrees. The furnace will run for a little while until it gets to 72 degrees then turn off and we have to switch the furnace on and off to get it to turn back on and heat the house to 74 degrees

What brand and model as well... it will help the HVAC pros that read this forum.

Maybe if you quit moving the setting up and down the problem will go away,put it on 72 and leave it alone