Furnace stop and start continuesly
The filter is only one aspect of an over heating furnace. The diagnosis is as simple as taking its temperature. Get a digital meat thermometer. Take the temperature at the inlet and the outlet of the furnace. All furnaces will have their minimum and maximum heat rise listed on the name plate. In leu of that number 50 degrees is a good middle ground. Subtract the inlet temperature from the outlet temperature. If it is within the specified range you are good. If it is really high like above 150 degrees you are likely tripping the high limit and need more air flow. Open all registers, remove the filter and put the fan to high speed. If the heat seems good and you have an analog thermostat it could be the heat anticipator is not set correctly. Analog thermostats have a small wire or coil of wire mounted near the mercury bulb or the bimetallic spring. It heats up a little to shut the heat off about a quarter to a half degree before the set point so it can glide to a stop. If it is set incorrectly it can shut off several degrees early. With the limited information you have provided those two suggestions are most likely but there could be any number of causes.