We have a teledyne gas furnace whose pilot won't stay lit. Any ideas?

Rita, Check the attached links,instruction and guides to trouble shoot pilot light, Good luck
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Gas Heater Pilot Light Troubleshooting
What to Do if Gas Furnace Pilot Light Won Stay Lit DoItYourself com
Furnace Won Ignite Why and What to Do

weak pilot generator replace and make sure no spider webs in pilot generator tube

if pilot stays on check thermostat then control valve sounds like it's getting gas to it

Is that pilot automatic? If so then a quick easy fix for this is to located the sensor and replace it or clean it up with sand paper. After ignition the control is looking for verification of ignition from that sensor. How to videos

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Trane unit ,same White -Rogers gas valve. I have replaced both the gas valve and the thermocouple . Have agreat robust blue pilot while the button is pushed in , let go and the flame does not stay lit . I checked the milly D C volts and have better than 20 . Is there a problem with the new gas valve or the couple not generating enough volts or is there a safty I do not know about that could be open ?

Do you replace the thermopile or check the milivolts?
Check the Pressure gas
You need replace all of them terminals and check again the milivolts at the gas valve

It sounds like a thermocouple has gone bad. this is a very common problem with gas powered things ie; water heaters, furnaces, hot tubs. The telltale sign is when you release the pilot light button it won't stay lit. This is a safety feature and is relatively inexpensive and easy to repair.

Replace the pilot generator. For a quote on the part, send us your heater make and model using the contact form at www.arrowpools.net

If this is a new item then you will need to let the gas run alittle bit longer. If this is a used item then it sounds like you are going to need to replace the flame sensor. You may have to even do it on the new item. But usually for the first start you willl need to hold the pilot down for about 1 minute to really let things heat up in there then when you release all will work