I've always read and been told that once a month is optimum. Do we do that? No. But from the looks of ours when he does change it ... it should be done a lot more often than we do.Our gas guy told us, after we had a $300 after-hours service call, to change ours every month, and also that in his professional opinion, lack of changing filters was the reason for the service call.
See if you can find the owner's manual for the furnace. There should be instructions in there telling you how often to change the filters on your particular model.