“The manufacturers that built them all agree on this; you should get it serviced once [a year] for heating and once for cooling," says Paul Mills, owner of Air Experts Heating & Cooling in Raleigh, North Carolina. "Tuning it up and checking it out is definitely recommended. Much like a car, if you ignore it, a lot more things break. You [will] extend the life of it and help prevent major breakdowns.”
If your thermostat has a small lever that moves along a calibrated scale that indicates “longer” (not the heat temperature lever), you can try adjusting this—the heat anticipator. Just set it one calibration mark closer to the “longer” setting if the furnace goes off and on too frequently or one mark away if the furnace allows room temperature to rise too high or drop too low before going on or off. It may take several hours for the thermostat to stabilize at this setting, so wait a while and then adjust it again if necessary.
Turn off the gas supply valve, typically located by your gas meter on the gas inlet pipe. Turn off the gas by rotating the valve one quarter turn with an adjustable wrench. When the gas is off,  the valve’s oblong stem points perpendicular to the inlet pipe. Then call your gas utility or the fire department from a remote location. Do not return to your home until you know it is safe.

"During the winter, all the air that your family is breathing comes through this filter," says Richard. "You can't change it too often, but never let it go for more than a year." Changing the filter is something any homeowner can do easily. At the same time, Richard checks the blower belt's wear and tension. (The blower, driven by an electric motor, moves heated air from the furnace through ductwork to room vents.) A loose belt can slow the blower, compromising efficiency. If the belt deflects more than ¾ inch when pressed firmly, it can be adjusted by sliding the motor backward slightly.

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The motor belt should be firm, giving no more than ½ inch when pressed. It should also be free of cracks and damage. To remove the belt, you will need a wrench and a replacement belt. Loosen, do not remove, the motor bolts. You only need them loose enough to move the motor and slacken the belt. Remove the belt and inspect it, replacing it with a new one if necessary. Belt: $4.00 to $6.00.
When a furnace maintenance is performed a combustion analysis should be performed to identify any problems that couldn't be found by a visual inspection. You want to know what the Carbon monoxide level your furnace is producing as well as the oxygen/CO2 levels and stack temperate. The analyzer will also give you a calculated efficiency rating with the information the analyzer receives. You should have >100ppm of Carbon monoxide output during normal operation of your gas furnace. When you have higher numbers or CO numbers increasing during operation their is a problem with the furnace the technician should then find the cause of. This is just a brief explanation I'm trying to get across to those who get their furnace maintained and to those who don't! Check to see if anyone in the company has a NCI certification for carbon monoxide/combustion analysis. 

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