Is something wrong with the furnace?
I have two furnaces for two zones. The downstairs furnace seems slow to respond when I raise the thermostat temperature a few degrees. It takes hours to raise the temp just 4 degrees. I had no idea if it was the thermostat or furnace so I replaced the thermostat with a new programmable one (cheaper than having a repairman over). The thermostat works fine but the furnace is doing the same thing. It maintains the temperature OK but is very slow to give more heat. It does not seem related to the temperature outside. Upstairs is fine. The furnaces are 5 years old and never been serviced.