Rudd furnace pilot wont stay

clean burner tubes

Pretty much the only thing that will do that is the thermocouple not generating enough voltage for the valve to say it's OK.
Usually you need to hold the button for pilot lighting for 60 seconds. You can use a meter to check that it's generating enough power. The thermocouple has to be in the pilot flame properly.

Check this video:
https://www.youtube.com/watch?v=suen7QlJl4o

Gas furnace will not light Thermocouple test with the multimeter

Or see this site:
How to Test Thermocouple with Multi Meter Heating and Cooling

Sounds like the thermocouple is shot

Have your local gas compreplace your thermocouple.

Do you have a good pilot flame? Is it wrapping around the thermocouple good? You may need a new pilot orifice.

it could be a bad flame sensor. if the control board doesn't sense a flame it will shut down the unit

Try cleaning the thermocouple tip if you can see ashes or any buildup on it. If you know the wind isn't blowing it out (had mine blow out from high winds before) then I would change the thermocouple before anything else.

Is this an older furnace where you have a pilot light? Are you saying the pilot light will not stay lit? If thats the case then likely you need a new thermal couple. That is what the pilot light keeps hot while it stays lit. It is a safety device that is there so your furnace will not come on if there is no pilot light present. Very common. Hardware store item. Need Furnace's make and model #'s.
If this is an electronically controlled furnace, you will need a service call.

Hi try cleaning the pilot light out make sure the thermo couple is in the flame,check where the tcouple goes in to the valve nothing stuck in there try this it could be the valve not working

take out the pilot assembly. there is a small burner and an orfice. the orfice does get clogged if it has not been operated for awhile. you can clean it out with a small sewing needle. if the pilot wont light or stay lit, replace the thermocouple.