I will assume that you do mean furnace - an appliance that sends warm air through ductwork to the rooms. Many of the older furnaces did well if the anticipator was set at about 0.4 amperes, as the gas valve and controls used about that quantity. Unfortunately today, an electronic furnace board may use anywhere from .15 to 0.4 amperes. I suggest you move the anticipator to 0.3 amperes and see if the setting is too long or too short. Over a few trials, you can move the dial 0.1 amperes in one direction or the other to see if you can find a satisfactory setting.
The anticipator is properly set by a technician with a thermostat anticipator ampere meter. By reading the amperes drawn at the two thermostt wires that attach to the thermostat, the setting is revealed on the meter. The wires are replaced on the thermostat and the anticipator set to that value.