The answer will depend on how often your family is going to use your heating system. You may need to change your filter more frequently if the temperature drops and you plan on being away from home during colder months. But if you do not often go outside, it may be possible to wait longer between changing your filter.
A furnace filter typically lasts for three months. You should replace your furnace filters every three months.
You can also consult the manufacturer's recommendations regarding when to change your filters. Manufacturers recommend changing your filter after each heating season. Other manufacturers suggest waiting until visible dirt builds up.