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Hello, that is either a defective thermostat or a defective printed circuit card, or a short in the thermostat wiring where it runs inside the wall and stapled to the studs.
Any work you do on it can be cause for the Lennox dealer to complain and deny part of your warranty...he owes you a fix.
If, none the less, you wish to attempt a repair yourself tell me a lot about your technical skills and if you have a multi meter and a few hours to spare,
We can go from here without a time limit.
When you have what you need from me, please locate the 'finish and rate your expert' link and click on it, that is the only way the company pays me for my time.
I will appreciate it.