You will need to perform some easy tests to see if it is a thermostat problem or a system issue. First, remove the face of the thermostat so you can get to the wires that connect to it. Now tale the wires connected to R or R1 and W and cross them together. These are usually low voltage wires but just in case, shut off power to the system. When power is applied, you should hear the system starting up in a few seconds which tells you that it is in fact a bad thermostat. If not, it is either a broken thermostat wire, or an issue in the heating system. Beyond this test, you may need to call in the Calvary.
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You will need to perform some easy tests to see if it is a thermostat problem or a system issue. First, remove the face of the thermostat so you can get to the wires that connect to it. Now tale the wires connected to R or R1 and W and cross them together. These are usually low voltage wires but just in case, shut off power to the system. When power is applied, you should hear the system starting up in a few seconds which tells you that it is in fact a bad thermostat. If not, it is either a broken thermostat wire, or an issue in the heating system. Beyond this test, you may need to call in the Calvary.