There’s no one-size-fits-all answer. The frequency of filter changes is driven by how much your HVAC system operates, which is driven by the severity of the seasons.
In some locations the cooling system might be in use more than four months of the year – to keep heat and humidity under control. If your house is in such a hot and humid location, you should pay a lot more attention to your filter than in an area where the air conditioning is seldom used. The same logic applies to heating. If the heat is used only on especially cold days during the three or so months of winter, then filters would be checked less often.
Start by checking the HVAC system’s filters at least once a month. Hold the used filter up to the light and compare it to a clean "spare." When light is obscured by captured dust and dirt particles, the old filter should be changed. Keep a record for one year and then replace the filter on that basis. At a minimum, it is always a good idea to change filters at the start of the heating and cooling seasons and then in between according to observed need.