Heat blower comes on intermittently

[tournee]

Hope someone can help me with this. I have an electric central ac/heat unit on my roof. When it gets cold out (in arizona) I turn the heat on and what happens as its been happening this morning is that I can hear some fan come on am thinking its the exhuast fan but no heat comes out of the vents. Now this morning I tried it about eight times turning it off and on to see if it would kick in and my wife just tried it as I'm typing this and it starts working. You can hear like a woofing sound and the heat starts coming out. This has been happening for the last week and we don't want to take the chance of leaving the setting on auto because it comes on (the heat blower am thinking) when it wants to. Please help. Thanks
PS. It also does the same thing if I turn on the cold air.